covariance

American  

[koh-vair-ee-uhns] / koʊˈvɛər i əns /

noun

Statistics.

1. the expectation or mean value of the variable formed by multiplying the differences obtained by subtracting two given variates from their respective means; the product of the standard deviations of two given variates and the coefficient of correlation between them.

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covariance British  

/ kəʊˈvɛərɪəns /

noun

1. statistics a measure of the association between two random variables, equal to the expected value of the product of the deviations from the mean of the two variables, and estimated by the sum of products of deviations from the sample mean for associated values of the two variables, divided by the number of sample points. Written as Cov ( X, Y )

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Etymology

Origin of covariance

First recorded in 1875–80; co- + variance

Example Sentences

The eddy covariance stations consist of instruments and techniques for calculating the flux of trace gases, like water vapor, coming off the land surface.

From Science Daily • Jan. 16, 2024

Metabolic covariance networks of Alzheimer's disease animal models showed a lower community structure agreement compared to normal models.

From Science Daily • Nov. 30, 2023

As scary as these formulas look they are really just the ratio of the covariance between the two variables and the product of their two standard deviations.

From Textbooks • Nov. 29, 2017

Giving it a name would require choosing a single language, a preferred coordinate system, violating general covariance, breaking the symmetry of a linguistic spacetime.

From Scientific American • Jan. 31, 2014

By teaching himself the mathematics necessary for his task Price found inspiration in the concept of covariance in order to show how a trait would evolve from one generation to the next.

From Scientific American • Jul. 9, 2012