Meaning of COVARIANCE in English

COVARIANCE

noun Date: 1931 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

Merriam Webster. Explanatory English dictionary Merriam Webster.      Толковый словарь английского языка Мерриам-Уэбстер.