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Covariance
Language:
English
Pronunciation:
co-v-ari-ance
Part of Speech:
noun
Defined Definitions
DictionaryAPI
A statistical measure defined as \scriptstyle\operatorname{Cov}(X, Y) = \operatorname{E}((X - \mu) (Y - \nu)) given two real-valued random variables X and Y, with expected values \scriptstyle E(X)\,=\,\mu and \scriptstyle E(Y)\,=\,\nu.
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