COVARIANCE


Meaning of COVARIANCE in English

n.

Pronunciation: ˌ k ō - ' ver- ē - ə n(t)s, ' k ō - ˌ

Function: noun

Date: 1931

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

Merriam Webster Collegiate English Dictionary.      Merriam Webster - Энциклопедический словарь английского языка.