W2 COV(X,Y) = E(XY) - E(X)E(Y) calculation

Course Q&A Math for Machine Learning Probability & Statistics for Machine Learning &...
1

W2 - Covariance of a Probability Distribution video shows through the end at 11:59 the equation :
COV(X,Y) = E(XY) - E(X)E(Y) ;

I got stuck with calculating E(XY). How do we calculate that ?

Super duper thanks,
E.

2

Is this a question about a lecture, lab, or programming assignment?
Please be specific.

Thanks!

3

Hello @ealtan,

We don’t calculate it from E(X) nor E(Y), but for each point, multiply its X coordinate with its Y coordinate, and take the average of all the multiplication results.

Cheers,
Raymond
PS: It’s 10:59, for others’ reference.