Kovariancia
Kovariancia is a statistical measure that describes the extent to which two random variables change together. If two variables tend to increase or decrease together, they have a positive covariance. If one variable tends to increase as the other decreases, they have a negative covariance. If there is no consistent relationship between the variables, the covariance is close to zero.
Mathematically, the covariance between two random variables X and Y is defined as the expected value of
The magnitude of the covariance is dependent on the scale of the variables. Therefore, it is often