共分散
covariance
$ C_{xy}=\frac{S_{xy}}{n-1}
性質
$ \operatorname{Cov}(X, Y)=E(X Y)-E(X) E(Y).
$ \operatorname{Cov}(a X, b Y)=a b \operatorname{Cov}(X, Y).
$ \operatorname{Cov}(X+a, Y+b)=\operatorname{Cov}(X, Y).
$ \operatorname{Cov}(X+W, Y)=\operatorname{Cov}(X, Y)+\operatorname{Cov}(W, Y).