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KOVARYANS
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KOVARYANS
(Dictionary of Economics) :
Olasılık kavarmında iki rastgele değişkenin, kendi ortalamalarıyla olan farklarının çarpımın beklenen değeriyle tanımlanan fonksiyonu. İki değişkenin çarpımından beklenen değer ile ayrı ayrı her bir değişken için beklenen değerlerin çarpımının farkı olarak da tanımlanır. Eğer değişkenler birbirlerinden bağımsız ise, kovaryans sıfırdır.
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