## STATISTICS Course

# Covariance

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.