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Related to covariance: 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 ?
Tenders are invited for Open path eddy covariance system with automatic weather station /bio-meteorological (biomet) system
The Khalifa University of Science and Technology has announced that its state-of-the-art Masdar Institute Environmental Monitoring Platform (MIEMP) recently deployed at the Abu Dhabi Mangrove National Park, has become the first eddy covariance station in the Arab world to join the Fluxnet network.
The aim of this study was (1) to define the random regression model that best fits the observed data of egg production of Barred Plymouth Rock and White Plymouth Rock hens between 5 and 12 months of age; (2) to test different structures of genotypic covariance matrices (random effect matrix G) and residuals (R); and (3) to estimate broad-sense heritability, and environmental and genotypic correlations.
The difference of the covariance method is that matrices in calculations aren't Teoplitz matrices.
Furthermore, the case of an unbounded covariance between two coordinates of the Markov source is combinatorically characterized.
We apply an optimization method to estimate an instantaneous covariance matrix of the CSI errors in order to improve the detection performance.
This study was conducted in order to investigate the effect of including some covariates on performance of covariance structures, fixed and random effects on the scope of random intercept and slope model (RISM) in order to improve model quality criteria.
This requires the modeling of a covariance structure to capture and accommodate the variability of the longitudinal data.
Random effects included direct and maternal additive genetic effects, maternal permanent environmental effects with direct maternal genetic covariance and random residual effects.
For several learning problems, estimates of the inverse population covariance are required and often obtained by inverting the model covariance matrix.
Therefore, the correlated signals and the covariance matrix which is calculated from experimental covariances should be included in the adjustment.