Covariance

Covariance is a way to measure how two things change together. It looks at how much each thing changes as the other thing changes. For example, if you have two numbers that always increase and decrease together, they would have a high covariance between them. The higher the covariance is between two things, the more strongly they depend on each other.

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Algorithms for calculating variance, Analysis of covariance, Autocovariance, Covariance function, Covariance matrix, Covariance operator, Distance covariance, Law of total covariance, Propagation of uncertainty