I wrote:

>I'm not sure what Nad is wondering about, but here's a guess. She might be puzzled that we're calling

$$ \langle A B \rangle - \langle A \rangle \langle B \rangle $$

the covariance between $A$ and $B$. She might be more used to

$$ \langle A - \langle A \rangle \rangle \; \langle B - \langle B \rangle \rangle $$

However, these are equal! (Fun exercise.)

Nad wrote:

> No I think they are not equal.

Whoops, you're right - I made a typo.

Obviously

$$ \langle A - \langle A \rangle \rangle \; \langle B - \langle B \rangle \rangle = 0$$

since

$$ \langle A - \langle A \rangle \rangle = \langle A \rangle - \langle A \rangle = 0 $$

using the principle that $\langle \langle X \rangle \rangle = \langle X \rangle$ - you can pull a number out of a mean.

I meant to write

$$ \langle (A - \langle A \rangle ) \; (B - \langle B \rangle) \rangle $$

This is what equals

$$ \langle A B \rangle - \langle A \rangle \langle B \rangle $$

Showing this really is a fun exercise:

$$ \langle (A - \langle A \rangle ) \; (B - \langle B \rangle) \rangle = \langle A B - \langle A \rangle B - A \langle B \rangle + \langle A \rangle \langle B \rangle \rangle $$

and $ \langle \langle X \rangle Y \rangle = \langle X \rangle \langle Y \rangle $ (you can pull a number out of mean) so two terms cancel and we're left with

$$ \langle A B \rangle - \langle A \rangle \langle B \rangle $$

>I'm not sure what Nad is wondering about, but here's a guess. She might be puzzled that we're calling

$$ \langle A B \rangle - \langle A \rangle \langle B \rangle $$

the covariance between $A$ and $B$. She might be more used to

$$ \langle A - \langle A \rangle \rangle \; \langle B - \langle B \rangle \rangle $$

However, these are equal! (Fun exercise.)

Nad wrote:

> No I think they are not equal.

Whoops, you're right - I made a typo.

Obviously

$$ \langle A - \langle A \rangle \rangle \; \langle B - \langle B \rangle \rangle = 0$$

since

$$ \langle A - \langle A \rangle \rangle = \langle A \rangle - \langle A \rangle = 0 $$

using the principle that $\langle \langle X \rangle \rangle = \langle X \rangle$ - you can pull a number out of a mean.

I meant to write

$$ \langle (A - \langle A \rangle ) \; (B - \langle B \rangle) \rangle $$

This is what equals

$$ \langle A B \rangle - \langle A \rangle \langle B \rangle $$

Showing this really is a fun exercise:

$$ \langle (A - \langle A \rangle ) \; (B - \langle B \rangle) \rangle = \langle A B - \langle A \rangle B - A \langle B \rangle + \langle A \rangle \langle B \rangle \rangle $$

and $ \langle \langle X \rangle Y \rangle = \langle X \rangle \langle Y \rangle $ (you can pull a number out of mean) so two terms cancel and we're left with

$$ \langle A B \rangle - \langle A \rangle \langle B \rangle $$