# Covariance

From AMS Glossary

## covariance

The expected value of the product (

*x*- ξ) (*y*- ζ), where ξ denotes the mean of*x*and ζ the mean of*y*.From AMS Glossary

The expected value of the product (*x* - ξ) (*y* - ζ), where ξ denotes the mean of *x* and ζ the mean of *y*.