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Concept information

Preferred term

covariance  

Definition

  • Covariance is a measure of covariation, or linear relationship, between two variables that is expressed in the original units of measurement. Equation 1 formalizes this definition for the population covariance. [Source: Encyclopedia of Measurement and Statistics; Covariance]

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URI

http://data.loterre.fr/ark:/67375/N9J-W02WD3ZC-0

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