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Covariance - Introduction  


Course Topic(s): Probability | 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.

Resource URL: http://en.wikipedia.org/wiki/Covariance


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Subject classification(s): Statistics and Probability | Probability | Multivariate Distributions

Creator(s): Wikipedia

Contributor(s): Collaborative/Wikipedia

This resource was cataloged by Lisa Green

Publisher:
Wikipedia

Resource copyright: Creative Commons

This review was published on October 10, 2012

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