| / English Dictionary |
COVARIANCE
| Pronunciation (US): |  | (GB): | |
I. (noun)
Sense 1
Meaning:
(statistics) the mean value of the product of the deviations of two variates from their respective means
Classified under:
Nouns denoting cognitive processes and contents
Hypernyms ("covariance" is a kind of...):
variance (the second moment around the mean; the expected value of the square of the deviations of a random variable from its mean value)
Domain category:
statistics (a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters)
Derivation:
co-vary (vary in the same time period (of two random variables))
covariant (changing so that interrelations with another variable quantity or set of quantities remain unchanged)
covariation ((statistics) correlated variation)
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