proposition: Lemma covariance_fin_num (X Y : {RV P >-> R}) : P.-integrable setT (EFin \o X) -> P.-integrable setT (EFin \o Y) -> P.-integrable setT (EFin \o (X * Y)%R) -> covariance P X Y \is a fin_num.
proof: Proof. by move=> X1 Y1 XY1; rewrite covarianceE// fin_numB fin_numM expectation_fin_num. Qed.
imports: mathcomp(all_ssreflect) mathcomp(ssralg poly ssrnum ssrint interval finmap) mathcomp(mathcomp_extra boolp classical_sets functions) mathcomp(cardinality) HB(structures) exp numfun lebesgue_measure lebesgue_integral reals ereal signed topology normedtype sequences esum measure exp numfun lebesgue_measure lebesgue_integral