In statistics, the correlation between two variables times the standard deviation of each.
Related information about covariance:
- Covariance - Wikipedia, the free encyclopedia
In probability theory and statistics, covariance is a measure of how much two random variables change together. If the greater values of one variable mainly ...
- Covariance matrix - Wikipedia, the free encyclopedia
In probability theory and statistics, a covariance matrix (also known as dispersion matrix or variance covariance matrix) is a matrix whose element in the i, ...
- Covariance -- from Wolfram MathWorld
Covariance provides a measure of the strength of the correlation between two ... However, if the variables are correlated in some way, then their covariance will ...
- Covariance Definition | Investopedia
A measure of the degree to which returns on two risky assets move in tandem. A positive covariance means that asset returns move together. A negative ...
- Covariance and Correlation
Correlation is a scaled version of covariance; note that the two parameters always have the same sign (positive, negative, or 0). When the sign is positive, the ...
- Covariance
Covariance is a measure of the linear relationship between two random variables ...
- Correlation & Covariance - YouTube
Jan 7, 2008 ... Covariance is a measure of relationship (or co-movement) between two variables . Correlation is just the translation of covariance into a ...
- Covariance and the Regression Line | Statistics | Khan Academy
Covariance, Variance and the Slope of the Regression Line.