Covariance

Définition

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Français

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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