# covariance

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Related to covariance: Covariance matrix

## co·var·i·ance

(kō-vâr′ē-əns)*n.*

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.

## covariance

(kəʊˈvɛərɪəns)*n*

(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*)## co•var•i•ance

(koʊˈvɛər i əns)*n.*

(in statistics) the value of the product of the standard deviations of two given variants and their correlation coefficient.

[1875–80]

ThesaurusAntonymsRelated WordsSynonyms

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Noun | 1. | covariance - (statistics) the mean value of the product of the deviations of two variates from their respective meansstatistics - 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 |

Translations

**kovariance**

**kowariancja**

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