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



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