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

$\Large {Cov}(X,Y) = {E}\big[X Y\big] - {E}[X] \cdot {E}[Y]$

Where where ${E[}X]$ is the [[Expected Value]] of X.
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math_public
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Tue, 01 Feb 2011 22:01:40 GMT
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dirkjan
modified
Tue, 01 Feb 2011 22:01:40 GMT
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dirkjan
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dirkjan