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

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Example Sentences

See Examples For:

covariance

Nine years later, that figure had fallen to roughly 9% of the expected rate without covariance.

From Science Daily ● Sep. 4, 2026

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

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

The problem is that you can bend it in endlessly different ways and produce the same results, a fact made possible by Einstein’s central principle, general covariance.

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

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