MathLiveCovariance
Covariance gives the expected value of the product of the deviations of two random variables from their means. A positive value means the variables tend to move together, and a negative value means they tend to move in opposite directions.
\sigma_{XY} = E\left[(X - E(X))(Y - E(Y))\right]What the symbols mean
| covariance between random variables X and Y | |
| first random variable | |
| second random variable | |
| expected value (expectation) operator |
About this formula
- FieldStatistics
- TopicDescriptive and joint statistics
- LevelUniversity
- Also calledcovariance formula, covariance of two random variables, joint variability, expected product of deviations, cov(X,Y), sigma XY covariance
- SourceWikidata Q201984
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