Covariance


De DataFranca

en construction


Définition

xxxxxxx

Français

xxxxxxx

Anglais

covariance

“A measure of the relationship between two variables whose values are observed at the same time; specifically, the average value of the two variables diminished by the product of their average values.”[websters] “Whereas variance measures how a single variable deviates from its mean, covariance measures how two variables vary in tandem from their means.”[grus] See also variance, mean


Source : Datascience glossary