covariance

noun
co·​vari·​ance | \ ˌkō-ˈver-ē-ən(t)s How to pronounce covariance (audio) , 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, "How Einstein Lost His Bearings, and With Them, General Relativity," 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.

First Known Use of covariance

1931, in the meaning defined at sense 1

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Time Traveler for covariance

Time Traveler

The first known use of covariance was in 1931

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Statistics for covariance

Cite this Entry

“Covariance.” Merriam-Webster.com Dictionary, Merriam-Webster, https://www.merriam-webster.com/dictionary/covariance. Accessed 26 Oct. 2020.

More from Merriam-Webster on covariance

Britannica English: Translation of covariance for Arabic Speakers

Britannica.com: Encyclopedia article about covariance

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