Covariance/Definition: Difference between revisions
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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. | 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. | ||
Revision as of 21:20, 22 May 2008
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.