# Covariance

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**Covariance**as edited by DavidB4-bot (Talk | contribs) at 07:01, July 13, 2016. This URL is a permanent link to this version of this page.**Covariance** is a measure of the linear dependence of two variables. 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 values and respectively, is as follows:

where E is the operator for the expectation.

If *X* and *Y* are completely statistically independent from each other, then they have zero covariance.

Note that if *X* and *Y* have covariance zero, they are uncorrelated but are not necessarily independent.