The Geometric Meaning of Covariance
A geometric approach to understanding covariance as used in statistics and data science.
Published in
5 min readDec 4, 2019
You might have seen a formula like this before for “sample covariance” for a sample of size N:
Heuristically, covariance is telling us something about how much the random variables X and Y “move together” or “co-vary” (as opposed…
