No.13883792 ViewReplyOriginalReport
explain the covariance formula to a retard.

we have COV(X, Y) = E[ (X - E[X]) (Y - E[Y]) ]

i get why this works, but if we develop, we have :

COV = E[ X.Y + E[X].E[Y] - X.E[Y] - Y.E[X] ]

and this is where i'm confused, isn't E[ X.E[Y] ] = E[X].E[Y] ?
this doesn't makes sense as we would obtain :

COV = E[ X.Y - E[X].E[Y] ]

which is clearly wrong. what am i missing?