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Covariance

Explore Covariance on MathWorld


The covariance of a set of variables is a measure of the strength of their correlation.

Covariance is a college-level concept that would be first encountered in a probability and statistics course.

Prerequisites

Standard Deviation: The standard deviation is a statistic defined as the square root of the variance that measures how spread out a set of data is.

Classroom Articles on Probability and Statistics (Up to College Level)

  • Arithmetic Mean
  • Mode
  • Binomial Distribution
  • Moment
  • Box-and-Whisker Plot
  • Normal Distribution
  • Central Limit Theorem
  • Outlier
  • Chi-Squared Test
  • Paired t-Test
  • Conditional Probability
  • Poisson Distribution
  • Confidence Interval
  • Probability
  • Correlation Coefficient
  • Problem
  • Erf
  • Sample
  • Histogram
  • Scatter Diagram
  • Hypothesis
  • Statistical Test
  • Independent Events
  • Statistics
  • Law of Large Numbers
  • Uniform Distribution
  • Least Squares Fitting
  • Variance
  • Mean
  • z-Score
  • Median