Covariance

Noun

1. A statistical measure defined as Cov ⁡<!-- ⁡ --> ( X , Y ) = E ⁡<!-- ⁡ --> ( ( X −<!-- − --> μ<!-- μ --> ) ( Y −<!-- − --> ν<!-- ν --> ) ) {\displaystyle \scriptstyle \operatorname {Cov} (X,Y)=\operatorname {E} ((X-\mu )(Y-\nu ))} given two real-valued random variables X and Y, with expected values E ( X ) = μ<!-- μ --> {\displaystyle \scriptstyle E(X)\,=\,\mu } and E ( Y ) = ν<!-- ν --> {\displaystyle \scriptstyle E(Y)\,=\,\nu } .
2. The conversion of data types from wider to narrower in certain situations.