Covariance measures how two variables vary together.
What Is Covariance?
Covariance measures how two variables vary together.
Examples of Covariance
1
Positive covariance suggests they tend to increase together.Formula and Key Points
Formula / rule
Cov(X,Y)=E[(X−μx)(Y−μy)]
- Know the definition and standard notation for Covariance.
- Be able to recognise or compute covariance in a small example.
- Connect the concept to nearby topics in the same subject before using it in larger CSE problems.
Why This Matters in Computer Science
Used in data analysis, machine-learning evaluation, experiments, monitoring and performance measurement.
Related Math Terms
Covariance: Frequently Asked Questions
What is Covariance?
Covariance measures how two variables vary together.
Why is Covariance useful in computer science?
Used in data analysis, machine-learning evaluation, experiments, monitoring and performance measurement.