covariancy

Noun

covariance (countable and uncountable, plural covariances)

1. 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
2. (object-oriented programming) 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