STATISTICS Course

Covariance

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The covariance is a value in [0,1]. If two variables are independents, then cov=0 but cov=0 does not imply that the two variables are independent.

  • if cov is around 0 then the dependency is weak
  • if cov is around -1 then the dependency is negatively strong
  • if cov is around 1 then the dependency is positively strong

Otherwise, we can't really say something.