SINCE 1828
covariance
noun
co·vari·ance
| \ ˌkō-ˈver-ē-ən(t)s
, ˈkō-ˌver-\
, 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
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