Hi just a quick question, I have in my notes that:

Cov(X,Y) = Var(X) for any X

Is this true? Wouldn't this mean that you could just work out the variance of X and not bother with Cov(X,Y)?

Cheers.

Edit just realised that it was in fact :

Cov(X,X) = Var(X) for any X, oops!