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

Keep scrolling for more

Learn More about covariance

Share covariance

Statistics for covariance

Look-up Popularity

Time Traveler for covariance

The first known use of covariance was in 1931

See more words from the same year

Keep scrolling for more

More from Merriam-Webster on covariance

See words that rhyme with covariance

Britannica English: Translation of covariance for Arabic Speakers

Britannica.com: Encyclopedia article about covariance

Comments on covariance

What made you want to look up covariance? Please tell us where you read or heard it (including the quote, if possible).

WORD OF THE DAY

not any or not one

Get Word of the Day daily email!

Test Your Vocabulary

Great Scrabble Words—A Quiz

  • scrabble-tiles-that-read-scrabble-quiz
  • Which of the following Q-without-U words means the number five in cards or dice?
True or False

Test your knowledge - and maybe learn something along the way.

TAKE THE QUIZ
Bee Cubed

Test Your Knowledge - and learn some interesting things along the way.

TAKE THE QUIZ

Love words? Need even more definitions?

Subscribe to America's largest dictionary and get thousands more definitions and advanced search—ad free!