COVARIANCE


Meaning of COVARIANCE in English

transcription, транскрипция: [ ˌkō-ˈver-ē-ən(t)s, ˈkō-ˌ ]

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's Collegiate English vocabulary.      Энциклопедический словарь английского языка Merriam Webster.