# Math Help - Covariance

1. ## Covariance

What is Cov(f(X),X) , with f a given function and X a random variable?

2. I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X]

3. Originally Posted by batman
I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X]
$E[X f(X)] = \int_{-\infty}^{+\infty} x f(x) \, g(x) \, dx$ where g(x) is the pdf of X.