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covariance

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noun co·vari·ance \ˌkō-ˈver-ē-ən(t)s, ˈkō-ˌ\

Definition of covariance

  1. 1 :  the expected value of the product of the deviations of two random variables from their respective means

  2. 2 :  the arithmetic mean of the products of the deviations of corresponding values of two quantitative variables from their respective means



1931

First Known Use of covariance

1931

Rhymes with covariance


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