covariance
UK/kəʊˈvɛː.ɹi.əns/US/koʊˈvæɹ.i.əns/
covariance noun: a statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-μ)(Y-ν)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,μ and scriptstyle E(Y),=,ν.
Noun
covariance (countable and uncountable, plural covariances)
- A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-μ)(Y-ν)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,μ and scriptstyle E(Y),=,ν.
- The elements of such a correlation matrix do not have asymptotic variances and covariances of the form (1.2), even if S has a Wishart distribution.2002, Karl G. Jöreskog, Dag Sörbom, PRELIS 2 User's Reference Guide, Scientific Software International, page 28
- Consequently, it can be shown that a covariance of two binary variables measures the extent to which the observed joint distribution of these variables differs from their expected joint distribution under the assumption that they are statistically independent.1997, Michael Patrick Allen, Understanding Regression Analysis, Plenum Press, page 31
- The conversion of data types from wider to narrower in certain situations.
- As we will see in Chapter 8, we see both covariance and contravariance throughout the Java Collections. They largely exist to ensure that the generics just “do the right thing” and behave in a manner that should not surprise the developer.2014, Benjamin J. Evans, David Flanagan, Java in a Nutshell, O'Reilly, →ISBN, page 149
covariance meaning in Hindi, Tamil, Tagalog and Indonesian
covariance in Hindi
- statistical measure
- सहप्रसरण sahaprasraṇ
covariance in Tamil
- இணைமாறல், இணைமாறுகை, உடன் மாறுபாட்டெண், உடன் மாறற்றிறன்
covariance in Tagalog
- statistical measure
- kaalig
covariance in Indonesian
- statistical measure
- kovariansi, kovarians
Examples of covariance in a sentence
- For each augmented time window, we calculate windowwise covariances.
- The effect of seedling size on overwinter injury was analyzed separately by analysis of covariance.
- Based on incomplete data, estimators for bandable and sparse covariance matrices are proposed and their theoretical and numerical properties are investigated.
Forms of covariance
| plural | covariances |
|---|
Origin of covariance
From co- + variance.
Words formed from covariance
- autocovariance
- covariance function
- covariance mapping
- covariance matrix
- crosscovariance
- eddy covariance
- isocovariance
- subcovariance
Questions about covariance
- What does covariance mean?
- Covariance means a statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-μ)(Y-ν)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,μ and scriptstyle E(Y),=,ν.
- What is covariance in Hindi?
- Covariance in Hindi is सहप्रसरण (sahaprasraṇ). See Covariance meaning in Hindi.
- What part of speech is covariance?
- Covariance is a noun.
- How do you pronounce covariance?
- Covariance is pronounced /kəʊˈvɛː.ɹi.əns/ (UK).
- What is the plural of covariance?
- The plural of covariance is covariances.
Words near covariance in the dictionary
Source and license
Adapted from Wiktionary: covariance (page history and authors); covariance (Tamil Wiktionary) (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.
Last updated:
Pronunciation audio from Wikimedia Commons, each file under its own free license: LL-Q1860 (eng)-Grendelkhan-covariance.wav.
Cite this entry: “covariance.” Word.ws, https://word.ws/covariance. Based on Wiktionary, CC BY-SA 4.0.