Difference between revisions of "Covariance"

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(Created page with "In probability theory and statistics, covariance is a measure of how much two variables change together. <math>{Cov}(X,Y) = {E}\big[X Y\big] - {E}[X] \cdot {E}[Y]</math> Wh...")
 
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In probability theory and statistics, covariance is a measure of how much two variables change together.
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Covariance
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<math>{Cov}(X,Y) = {E}\big[X Y\big]  - {E}[X] \cdot {E}[Y]</math>
 
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Where where <math>{E[}X]</math> is the [[Expected Value|Expected Value]] of X.
 
 
[[Category:math]]
 
[[Category:math]]

Revision as of 19:16, 27 August 2020

Covariance

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