For a Medium post on correlation in Python

find_cov.py

def find_cov(X, Y):
    
    #Make sure both distributions have the same population size
    assert len(X) == len(Y), 'Distributions have different sizes.'
    
    muX = X.mean()
    muY = Y.mean()
    n = len(X)
    
    covariance = np.sum(
                        (X - muX) * (Y - muY)
                    ) / n         
                    
    return covariance