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38 CHAPTER 3 Useful Identities for Variances and Covariances Since ¾(x;y)=¾(y;x), covariances are symmetricalFurthermore, from the definition of the variance and covariance, ¾(x;x)=¾2(x) (310a) ie, the covariance of a variable with itself is the variance of that variableIt also follows.
Xzy s. COVARIANCE, REGRESSION, AND CORRELATION 37 yyy xx x (A) (B) (C) Figure 31 Scatterplots for the variables xand yEach point in the xyplane corresponds to a single pair of observations (x;y)The line drawn through the.
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