【数学】variance & covariance

方差（Variance）： Variance is a measure of how spread out a set of data points is around the mean (average) value. It quantifies the average squared deviation of each data point from the mean.

标准差（Standard Deviation）：Square root of variance

期望（Expected Value）：For a discrete random variable, the expected value is calculated by multiplying each possible value by its corresponding probability and summing up the products.

协方差（Covariance）： Covariance measures the relationship between two variables. It determines how changes in one variable are associated with changes in another variable.