Covariance.md (564B)
1 # Covariance 2 3 Stats D2 4 5 **Definition:** Covariance is the strength of a linear relationship between two different variables. When this number is larger it indicates that higher numbers for one of the variables is associated with higher numbers for the other. The inverse is also true (negative results in negative cov) 6 7 There are also no bounds for the range of covariance unlike correlation. 8 9 Cov(X,X) = Var(X) // keep in mind this is the squared unit like variance. 10 11 See [CorrelationCoefficient](CorrelationCoefficient.md) for normalized version of this value.