covariance

noun

co·​vari·​ance ˌkō-ˈver-ē-ən(t)s 

ˈkō-ˌver-

1

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

2

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

Examples of covariance in a Sentence

Recent Examples on the Web

The influence of subject characteristics was examined using analysis of covariance. —Seriously Science, Discover Magazine, 27 June 2013

But, The putative covariance between these syndromes in the extant literature may underestimate the considerable variability in the relationship across individuals. —Neuroskeptic, Discover Magazine, 23 June 2018

For this purpose, the mean, variance, and covariance of the frequency magnitude responses were analyzed and correlated with headphone type and retail value. —Seriously Science, Discover Magazine, 20 June 2017

And just as natural selection can be blunt and rude in its impact on the covariance of genes and traits, so its relaxation may remove a suffocating vice. —Razib Khan, Discover Magazine, 9 Jan. 2011

In practice, the challenge is often figuring out how to break the general covariance of Einstein’s equations — that is, how to choose a specific coordinate system that is well suited to solving a specific problem. —Quanta Magazine, 14 Mar. 2018

Word History

First Known Use

1931, in the meaning defined at sense 1

Rhymes for covariance

• invariance
• variance