16.20 - Definition - Teradata Database

Teradata Vantageā„¢ - SQL Functions, Expressions, and Predicates

prodname
Advanced SQL Engine
Teradata Database
vrm_release
16.20
created_date
March 2019
category
Programming Reference
featnum
B035-1145-162K

Covariance measures whether or not two random variables vary in the same way. It is the average of the products of deviations for each non-null data point pair.

Note that high covariance does not imply a causal relationship between the variables.