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'''Covariance''' measures how much two [[random variable]]s vary together relative to each other. If two variables tend to vary in the same direction, then they have a positive covariance.  If they tend to vary in opposite directions, then they have a negative covariance.
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'''Covariance''' is a measure of the linear dependence of two [[random variable]]s. If two variables tend to vary in the same direction, then they have a positive covariance.  If they tend to vary in opposite directions, then they have a negative covariance.
    
The covariance between two random variables ''X'' and ''Y'', having [[expected value]]s <math>\mu</math> and <math>\nu</math> respectively, is as follows:
 
The covariance between two random variables ''X'' and ''Y'', having [[expected value]]s <math>\mu</math> and <math>\nu</math> respectively, is as follows:
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