ABSTRACT
In Chapter 6 we discussed how two or more random variables might be defined on the same sample space. We summarized their joint behavior by a joint probability function» At times the probability function may be a cumbersome description of the random variation« As a remedy we developed more concise measures-the mean and the variance. In this chapter we will introduce some concise measures involving more than one variable: covari ance and correlation coefficient. We will also develop laws of expectation and variance involving several variables.
