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What Is Covariance?

Answer»

Measure of how much TWO variables change together.

y2=[1 3 4 5 6 7 8]

COV(x,y2) %return 2*2 matrix, diagonal represents variance.

Measure of how much two variables change together.

y2=[1 3 4 5 6 7 8]

cov(x,y2) %return 2*2 matrix, diagonal represents variance.



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