In this section, we are sometimes going to have more than two variables - that might be N variables. We got a big section to cover today, it is going to cover covariance and correlation coefficient, and linear functions of random variables. The main idea of this section is covariance, the correlation coefficient is not something that is quite as important. The definition of covariance is not necessarily very enlightening, which is why you'll learn some useful formulas for calculating covariance. If you have to calculate the covariance of any single variable with itself, it is just the same as the variance.
Lecture Slides are screen-captured images of important points in the lecture. Students can download and print out these lecture slide images to do practice problems as well as take notes while watching the lecture.