Covariance

Imagine the individuals have been measured for two characters, X and Y . The covariance between the two is defined as

cov(x,y) = (1/(n-1)) ∑ x_iy_i

Covariance measures whether, if an individual has a large value of X it also has a large value for Y . If the x_i and y_i of an individual are both large, the product x_i y_i will also be large; if y_i is not large when x_i is, the product will be smaller. Generally, if X and Y covary, the product (and so the covariance) is large; and if they do not, the sum of the products will come to zero.