Vocabulary

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A practical dictionary of 512 AI, machine learning, mathematics, and programming terms from HerbDev’s AI Vocabulary app. Start with a definition, explore an example, then follow the concepts behind it.

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Covariance

Statistics & Probability · Level 2 of 5

Covariance

A measure of how two variables vary together around their means.

Its magnitude depends on the variables' scales.

Example

Height and weight tend to increase together in a sample.

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Audio transcript

Covariance. A measure of how two variables vary together around their means. Its magnitude depends on the variables' scales. For example: Height and weight tend to increase together in a sample.

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