Let a set of random variates , , ..., have a probability function

(1) |

(2) |

(3) |

(4) |

(5) | |||

(6) |

The Covariance of and is

(7) |

**References**

Beyer, W. H. *CRC Standard Mathematical Tables, 28th ed.* Boca Raton, FL: CRC Press, p. 532, 1987.

© 1996-9

1999-05-26