# Covariance Correlation

## Variance, Convariance, Correlation

### Variance

Deviation within the same class data

### Covariance

Relation between two random variables

If X, Y are not strongly related, covariance will be near ‘0’

### Correlation

Scaled covariance, -1 to 1

If X,Y are dependent, Cor(X,Y)=0&#x20;

BUT, for Cor(X,Y)=0  X,Y could be highly dependent



