Concept information
Preferred term
covariance
Definition
- Covariance is a measure of covariation, or linear relationship, between two variables that is expressed in the original units of measurement. Equation 1 formalizes this definition for the population covariance. [Source: Encyclopedia of Measurement and Statistics; Covariance]
Broader concept
Narrower concepts
Belongs to group
URI
https://concepts.sagepub.com/social-science/concept/covariance
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