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Covariance Covariance is a measure of the association or dependence between two random variables X and Y. Covariance can be either positive or negative. (Variance is always positive.) Definition: Let X and Y be any random variables. The covariance between X and Y is given by cov(X,Y) = E n (X − µ X)(Y − µ Y) o = E(XY)− E(X)E(Y), whereµ X = E(X), µ The covariance matrix, Qxx, contains the variance of each unknown and the covariance of each pair of unknowns. The quantities in Qxx need to be scaled by a reference variance. This reference variance, S02, is related to the weighting matrix and the residuals by the equation

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