Let $X, Y \in \text{Random}(\mathbb{R})$ each be a D3161: Random real number such that

(i)	\begin{equation} \mathbb{E} |X|^2, \mathbb{E} |Y|^2 \in [0, \infty) \end{equation}

Then \begin{equation} \text{Cov}(X, Y) = \mathbb{E} X Y - \mathbb{E} X \mathbb{E} Y \end{equation}