Covariance

From knowledgebase
Revision as of 07:55, 25 August 2020 by Dirkjan (talk | contribs) (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...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

In probability theory and statistics, covariance is a measure of how much two variables change together.

Where where is the Expected Value of X.