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Covariance

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Noun

covariance

Definition: (statistics) the mean value of the product of the deviations of two variates from their respective means

Definition: A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-๐œ‡)(Y-๐œˆ)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,๐œ‡ and scriptstyle E(Y),=,๐œˆ.

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