Covariance Bound
The covariance satisfies:
$$|\operatorname{Cov}(X,Y)|\leq\sigma_X\sigma_Y$$
Usage
- Used to bound covariance and establish the correlation range.
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Probability
Covariance Bound
Covariance Bound
The covariance satisfies:
$$|\operatorname{Cov}(X,Y)|\leq\sigma_X\sigma_Y$$
Usage
- Used to bound covariance and establish the correlation range.
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