cov(X,Y)=E[(X-EX)(Y-EY)]=E[XY]-EX*EYd(X+Y)=E[(X+Y)^2-(E(X+Y))^2]=E[X^2]-(EX)^2+E[Y^2]-(EY)^2+2(E[XY]-EX*EY)=d(X)+d(Y)+2cov(X,Y)故cov(X,Y)=1
