Covariance — measuring how two bands vary together.

\[C_{QR} \;=\; \frac{\sum_{i=1}^{k} (Q_i - \bar{Q})(R_i - \bar{R})}{k-1}\]

For the water class example, cov(Band 1, Band 2) = 7.

• A covariance matrix is an n × n matrix containing all variances and covariances across the n bands of a signature. This is what the Maximum Likelihood and Mahalanobis rules need.