Covariance of two random variables

Let $p_{xy}$ be the probability that random variable $X$ takes the value $x$ and random variable $Y$ takes the value $y$. Then the covariance between $X$ and $Y$ is:

$$\mbox{Cov}(X,Y) = \sum p_{xy}(x - \mu_x)(y - \mu_y) \quad ,$$

where $\mu_x$ is the mean of $X$ and $\mu_y$ is the mean of $Y$.