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Need help with covariance, correlation and indpendent...

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W_Heisenberg

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Hi, all

I need help with covariance, correlation and indpendent. I need a clear clue about this thing.

I know they from random variables, but I just so confused about all these things.

If anyone here can give a good reference book to read?

By the way, or anyone can explain cov and cov matrix, cor and cor matrix? How does independence come with them?
 

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