covariance

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

Definition of covariance 

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

First Known Use of covariance

1931, in the meaning defined at sense 1

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The first known use of covariance was in 1931

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Britannica English: Translation of covariance for Arabic Speakers

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