cours/covariance.md
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up:: statistiques #maths/statistiques


\begin{align}
\mathrm{cov}(X, Y) &= \overline{X \cdot Y} - \overline{X} \cdot \overline{Y} \\[1em]
&= \overline{(X-\overline{X}) \cdot (Y - \overline{Y})} \\[1em]
&= \sum\limits_{n}\left( \frac{ \left( X_{n} - \overline{X}\right) \cdot \left( Y_{n} - \overline{Y} \right) }{n} \right) 
\end{align}