What is the meaning of Covariance?

A statistical measure defined as ${\displaystyle \scriptstyle \operatorname {Cov} (X,Y)=\operatorname {E} ((X-\mu )(Y-\nu ))}$ given two real-valued random variables X and Y, with expected values ${\displaystyle \scriptstyle E(X)\,=\,\mu }$ and ${\displaystyle \scriptstyle E(Y)\,=\,\nu }$.

The conversion of data types from wider to narrower in certain situations.

covariance

covariance

Source: wiktionary.org