(redirected from Co-variance)
Also found in: Thesaurus, Medical, Financial, Encyclopedia.
Related to Co-variance: Covariance matrix


A statistical measure of the tendency of two random variables to vary in the same direction (called positive covariance) or in an opposite direction (called negative covariance) over many observations. Covariance is equal to the summed products of the deviations of corresponding values of the two variables from their respective means.


(Statistics) 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)


(koʊˈvɛər i əns)

(in statistics) the value of the product of the standard deviations of two given variants and their correlation coefficient.
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.covariance - (statistics) the mean value of the product of the deviations of two variates from their respective means
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
variance - the second moment around the mean; the expected value of the square of the deviations of a random variable from its mean value
References in periodicals archive ?
The co variance matrix required for solving the regression problem is based on regularized co-variance matrix described in Ribes et al.
The range of co-variance of G (relationships between individuals) showed even continuous distributed than that of A (Supplementary Figure S1) which allowed co-variance of G (relationships between individuals) to be larger within families because residual variance of G would be bigger than A with a shallow pedigree information (only sire side pedigree).
To verify differences among aerobic decomposition, a co-variance analysis test (ANCOVA) was applied (PAST, v.
Co-variance components and genetic parameters of beef cattle have been estimated in Brazilian genetic improvement programs by weights calculated at the standard age, such as weight at 210 days (P210), 365 days (P365) and 450 days old (P450).
A co-variance cov(x, y) represents the measure of the strength of correlation among the variables:
P DF DF F MEASURE 0/086 58 1 3/042 Mind centralization Table 3: Result of co-variance analyze, effect of group membership on mental focus grades in 2 groups.
CFI and TLI are related to the degree to which the model is superior to an alternative model that specifies the absence of co-variance among the variables in the reproduction of the co-variances observed (Hoyle & Panter, 1995).
Lastly, new data will be compiled at each center through a new instrumentation system, which includes an eddy co-variance system tower, meteorological equipment and a soil sensor network compatible with national ecosystem observation networks to provide air and soil data.
Analysis of co-variance (ANCOVA) and Pearson correlation tests were used in data analysis.
A stationary time series is that whose mean, variance and co variance is constant over the time period and the value of co-variance between two time periods depends only on the distance or lag between two time periods and not the actual time at which the co-variance is computed.
The data were analysed using t-test, analysis of co-variance and regression method.
For the most part, the comparison of an intervention and matched comparison groups can be done with a t-test of the means or an analysis of co-variance on post-EAP averages controlling for pre-EAP scores.