Statistics - Covariance

1 - About

The covariance gives the degree to which two variables vary together.

Covariance is not considered hindering interpretability in higher dimensions.

3 - Equation

<MATH> \begin{array}{rrl} \text{Covariance of X and Y} & = & \frac{\displaystyle \sum_{i=1}^{N}{(X_i-\bar{X}).(Y_i-\bar{Y})}}{N} \\ & = & \frac{\displaystyle\sum_{i=1}^{N}{\href{cross_product}{\text{Cross Product of X & Y}}}}{N} \\ & = & \frac{\displaystyle \href{cross_product#SP}{\text{Sum of Cross Product (SP)}}}{N} \end{array} </MATH>

where:

data_mining/covariance.txt · Last modified: 2017/11/17 10:55 by 162.158.167.130