Covariance and Correlation: Example with Gaussian Distributions @Eigensteve
Covariance and Correlation: Example with Gaussian Distributions  @Eigensteve
Uploaded July 2025 | Updated September 2026, 2 weeks ago
Here we explore some simple examples of covariance and correlation of random variables.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

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00:00 Intro
01:48 Example: Gaussian of Independent Variables
03:48 Outro
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Covariance and Correlation: Example with Gaussian Distributions

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