COVARIANCE


Meaning of COVARIANCE in English

[co.vari.ance] n (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 English vocab.      Английский словарь Merriam Webster.