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**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.

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