# Questions tagged [covariance]

Questions about covariance, a measure of (linear) association between two random variables.

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### Does Covariance inequality still hold when variable is a vector?

When I were studying probability theory, I came across the following conclusion ("Covariance inequality"): If $x$ and $y$ are two random variable (scalar), the covariance of $x$ and $y$ is: ...
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### Covariance of spatial derivative of a spatially stationary delta correlated process

If K is a spatially stationary delta correlated process, what is cov(∂K/∂x(t);∂K/∂x(t-τ))? Here t is time. I understand that expected value of ∂K/∂x is zero.
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### Correlation of X and Y, when E[X] = 0

X and Y are random variables and it is known that E(X) is zero. Then how can I prove that corr(X,Y)is zero? Here is what I tried: The covariance between two random variables X and Y is defined as: Cov(...
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