proposition: Lemma covarianceC (X Y : T -> R) : covariance P X Y = covariance P Y X.
proof: Proof. by rewrite unlock; congr expectation; apply/funeqP => x /=; rewrite mulrC. 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