Covariance/Definition: Difference between revisions

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A definition or brief description of Covariance.

A statistical parameter that indicates whether two random variables show a related linear trend.

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	~~The degree to which~~ two variables move together (defined as the average value of the products of the deviations of the corresponding values of the two variables from their respective means, and expressed mathematically as Cov(x,y).) If their covariance is positive, both move in the same direction; if it is negative, then when one increases the other decreases.		A statistical parameter that indicates whether two random variables show a related linear trend.