Covariance

A measure of the extent to which the values taken by two variables are associated. It is measured as the expected value of the product of the deviations of the variables from their arithmetic mean. The unbiased estimator of the covariance of a population sample is formally defined as:

sxy _ n -1 , where the (x, yi) are independent, i = 1 ... n, and the bars over the variables x and y denote sample means. See Analysis of Covariance.

82 Covariate

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