# Covariance

## Meanings and phrases

n.

- (statistics) the mean value of the product of the deviations of two variates from their respective means

E.g.

- The covariance matrix encodes the mutual variance of several random variables.
- Each axis on a PCA plot is an eigenvector of the covariance matrix of shape variables.
- If the number of clusters is low the estimated covariance matrix can be downward biased.