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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]

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URI

https://concepts.sagepub.com/social-science/concept/covariance

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