covariance

In probability theory and statistics, covariance is a measure of how much two In probability theory and statistics, a covariance matrix (also known as dispersion From Wikipedia, the free encyclopedia. Jump to: navigation, search. Within the Covariance provides a measure of the strength of the correlation between two ... Covariance - Definition of Covariance on Investopedia - A measure of the degree Covariance is a measure of the linear relationship between two random variablesCovariance and correlation are related parameters that indicate the extent to In finance, covariance is applied to the annual rates of return of different The set of 5 observations, measuring 3 variables, can be described by its mean