# Tag Info

The first objective is to minimize the variance by choosing a proper control variate. First note that an expectation value is just a constant, so the covariance between an expectation value and a random variable is zero: $$\text{Cov}\left(\mathbb{E}[Y], X\right) = 0$$ Similarly for the variance of an expectation value, $\text{Var}(\mathbb{E}[Y])=0$. The ...