there are two types
Randomised study
Group of bias study observation of patient
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variance - covariance - how to calculate and its uses
The covariance between two variables is simply the average product of the values of two variables that have been expressed as deviations from their respective means. ------------------------------------------------------------------------------------------------- A worked example may be referenced at: http://math.info/Statistics/Covariance
When testing the sums of squares of variables which are independently identically distributed as normal variables. One of the main uses of the F-test is for testing for the significance of the Analysis of Variance (ANOVA) or of covariance.
One can find information on the covariance matrix on the Wikipedia website where there is much information about the mathematics involved. One can also find information on Mathworks.
look in a maths dictionary