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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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  1. See words that rhyme with covariance Britannica English: Translation of covariance for Arabic speakers Britannica.com: Encyclopedia article about covariance

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