---
tag: 0KBFAWYRTE
kind: concept
name: Covariance
msc: [60A05]
sources:
  - url: https://en.wikipedia.org/wiki/Covariance
    locator: lead section
same_as:
  wikidata: Q201984
  wikipedia: Covariance
---

## Summary

The covariance of two random variables measures how they vary together. It is positive when large values of one go with large values of the other, and negative in the opposite case.
The node [[covariance|0DJ8W3HP2D]] gives the precise definition.