Covariance and determinants

Discussion in 'Probability' started by Stephen J. Herschkorn, Sep 13, 2010.

  1. I recently noticed that the covariance of two Bernoulli random variables
    is the determinant of their joint probability mass function, considered
    as a matrix. Is there anything deep going on here?
     
    Stephen J. Herschkorn, Sep 13, 2010
    #1
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  2. It's an affine function of each row and each column, zero if two rows or
    columns are linearly dependent, changes sign if you interchange two rows or
    columns.
    Not too much freedom left...
     
    Robert Israel, Sep 13, 2010
    #2
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