covariance

noun

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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

Examples of covariance in a Sentence

Recent Examples on the Web 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

These example sentences are selected automatically from various online news sources to reflect current usage of the word 'covariance.' Views expressed in the examples do not represent the opinion of Merriam-Webster or its editors. Send us feedback.

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