covariance

Noun. (statistics) A statistical measure defined as

scriptstyleoperatorname{Cov}(X, Y) = operatorname{E}((X - mu) (Y - 
u))

given two real-valued random variables ''X'' and ''Y'', with expected values

scriptstyle E(X),=,mu

and

scriptstyle E(Y),=,
u

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This entry was last updated on RefTopia from its source on 3/20/2012.