Covariance

I left the topic of covariance for discussion section only. In case you missed it, I figure I should recap it here, by introducing its basic properties, and working through Q6e from HW4. Here is a video where I do so.

Errors in the video:

• I said, and wrote, HW5 Q6 instead of HW4 Q6.
• In the last line, I ended my sums of squares with 6^3, but it should have been 6^2.