Editing Covariance (section)

== Comments ==
The covariance is sometimes called a measure of "linear dependence" between the two random variables. That does not mean the same thing as in the context of [[linear algebra]] (see [[linear dependence]]). When the covariance is normalized, one obtains the [[Pearson correlation coefficient]], which gives the goodness of the fit for the best possible linear function describing the relation between the variables. In this sense covariance is a linear gauge of dependence.