Covariance

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Measures joint variability between variables.

Full Definition

Measures joint variability between variables.

Keywords

dependency

Domains

Probability & Statistics

Related Terms

Correlation related to

Normalized covariance.

 Law of Large Numbers related to

Sample mean converges to expected value.

 Central Limit Theorem related to

Sum of independent variables converges to normal distribution.

 Likelihood Function related to

Probability of data given parameters.

 Random Variable related to

Variable whose values depend on chance.

 Probability Distribution related to

Describes likelihoods of random variable outcomes.

 Expectation related to

Average value under a distribution.

 Variance related to

Measure of spread around the mean.

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