Covariance
Term · Meteorology and atmospheric science · MLC-T-MET-004742
A statistical measure that quantifies the degree to which two random variables change together. A positive covariance indicates that the variables tend to increase or decrease simultaneously, while a negative covariance suggests an inverse relationship. It is calculated as the expected value of the product of the deviations of the two variables from their respective means.
| Identifier | MLC-T-MET-004742 |
|---|---|
| Field | Meteorology and atmospheric science |
| See also | Correlation |
Record as JSON
{
"id": "MLC-T-MET-004742",
"term": "Covariance",
"field": "Meteorology and atmospheric science",
"definition": "A statistical measure that quantifies the degree to which two random variables change together. A positive covariance indicates that the variables tend to increase or decrease simultaneously, while a negative covariance suggests an inverse relationship. It is calculated as the expected value of the product of the deviations of the two variables from their respective means.",
"see_also": [
"correlation"
],
"url": "https://mlchart.com/terminology/meteorology/covariance/"
}
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