What is Covariance?

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I have no idea how many times to search "What is Covariance?" in Google...
Here hope one simple page easily summarizes Covariance.


　 Variance X
Name Math score English score
Smith 78 80
Alice 90 55
Lee 45 92
George 65 85
Ben 83 76
mean 72.2 77.6
　 X-E[X] 　 　
Smith 5.8 2.4 ->(times) 13.92
Alice 17.8 -22.6 -> -402.28
Lee -27.2 14.4 -> -391.68
George -7.2 7.4 -> -53.28
Ben 10.8 -1.6 -> -17.28
COV= -170.12

Covariance value is -170.12


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