Category:Definitions/Covariance
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This category contains definitions related to Covariance.
Related results can be found in Category:Covariance.
Let $X$ and $Y$ be random variables.
Let $\mu_X = \expect X$ and $\mu_Y = \expect Y$, the expectations of $X$ and $Y$ respectively, exist and be finite.
Then the covariance of $X$ and $Y$ is defined by:
- $\cov {X, Y} = \expect {\paren {X - \mu_X} \paren {Y - \mu_Y} }$
where this expectation exists.
Subcategories
This category has the following 3 subcategories, out of 3 total.
Pages in category "Definitions/Covariance"
The following 4 pages are in this category, out of 4 total.