CoVariance

Covariance is a measure of how much two random variables change together. It measures the direction of the linear relationship between two variables. It is calculated as the expected value of the product of the deviations of two random variables from their respective expected values.

There are two ways to look at covariance

Karl Pearson’s Correlation Coefficient

Read more at Karl Pearson’s Correlation Coefficient

Spearman’s Correlation Coefficient

Read more at Spearman’s Correlation Coefficient

References

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• date: 2025.03.22
• time: 17:06