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Covariance - Introduction

Topic(s): 
Expected Value, Covariance and Correlation
Wikipedia entry for covariance. It contains definitions for covariance of random variables and random vectors; a discussion of properties; and the calculation of sample covariance.
Identifier: 
http://en.wikipedia.org/wiki/Covariance
Subject: 
Statistics and Probability
Probability
Multivariate Distributions
Rating: 
Average: 2.9 (247 votes)
Creator(s): 
Wikipedia
Cataloger: 
Lisa Green
Publisher: 
Wikipedia
Rights: 
Creative Commons