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According to what I learned, off diagonal entries are Cov(x,y) and Cov(y,x).

Bernard
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  • Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. – Harish Chandra Rajpoot Nov 17 '21 at 22:38
  • Roughly speaking, Cov$(x,y)$ is positive iff $x$ being greater than the $x$-mean means $y$ is likely to be greater than the $y$-mean. In other words, a positive relationship. Thus, you should expect Cov$(x,y)$ to be positive based on the graph. – Rushabh Mehta Nov 17 '21 at 22:44

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