co·​vari·​ance ˌkō-ˈver-ē-ən(t)s How to pronounce covariance (audio)
: the expected value of the product of the deviations of two random variables from their respective means
: the arithmetic mean of the products of the deviations of corresponding values of two quantitative variables from their respective means

Example Sentences

Recent Examples on the Web And just as natural selection can be blunt and rude in its impact on the covariance of genes and traits, so its relaxation may remove a suffocating vice. Razib Khan, Discover Magazine, 9 Jan. 2011 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.

Word History

First Known Use

1931, in the meaning defined at sense 1

Time Traveler
The first known use of covariance was in 1931

Dictionary Entries Near covariance

Cite this Entry

“Covariance.” Dictionary, Merriam-Webster, Accessed 28 Jan. 2023.

More from Merriam-Webster on covariance

Last Updated: - Updated example sentences
Love words? Need even more definitions?

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

Commonly Confused Words Quiz

  • vector image of a face with thought expression
  • I went to the ______ store to buy a birthday card.
Name That Thing

You know what it looks like… but what is it called?

Solve today's spelling word game by finding as many words as you can with using just 7 letters. Longer words score more points.

Can you make 12 words with 7 letters?