Covariance
/kˌoʊˈvɑˌriəns/
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Definition
(noun) A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-μ)(Y-ν)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,μ and scriptstyle E(Y),=,ν.
Sentence Examples
The statistician studied the covariance of the data.
Covariance was used to analyze the stock prices.
CEFR Practice Quiz
The statistician studied the ____ of the data.