# Conditional Covariance formula $\operatorname{Cov}(X, Y|X >1)$

What is the formula to calculate conditional $\operatorname{Cov}(X, Y|X >1)$? I know how to calculate $\operatorname{Cov}(X, Y)$ but don't know how to calculate this one.

You just condition the expectations on the given event: $\text{Cov}(X,Y|X>1)=\mathbb{E}[XY|X>1]-\mathbb{E}[X|X>1]\mathbb{E}[Y|X>1]$.