Glossary · Phase 2 · Math, when you need it
Covariance
How two amounts move together: the average of (x − mean of x) × (y − mean of y). Positive when they rise together, negative when one rises as the other falls.
Try it now
Same mean, different spread. Drag the standard deviation (σ) and draw samples. A larger σ means single results land farther from the average.
Learn it properly
Mean, variance and spread · Expected value, variance and standard deviation. About 25 minutes.
Other terms from the same lesson
- expected value: The long-run average of a random amount: each value times its chance, all added up.
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