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Could someone please explain it to me what is the difference between Variance and Covariance?

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- #1

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Could someone please explain it to me what is the difference between Variance and Covariance?

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HallsofIvy

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Could you please give me an example?

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mathman

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Let X and Y be random variables.Could you please give me an example?

var(X) = E(X

cov(XY) = E(XY) - E(X)E(Y)

E(..) means average.

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