Covariance and correlation are two mathematical concepts which are commonly used in statistics. When comparing data samples from different populations, covariance is used to determine how much two random variables vary together, whereas correlation is used to determine when a change in one variable can result in a change in another.
Both covariance and correlation measure linear relationships between variables. When the correlation coefficient is positive, an increase in one variable also results in an increase in the other. When the correlation coefficient is negative, the changes in the two variables are in opposite directions. When there is no relationship, there is no change in either.
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