Meaning of COVARIANCE in English
/koh vair"ee euhns/ , n. Statistics.
the expectation or mean value of the variable formed by multiplying the differences obtained by subtracting two given variates from their respective means; the product of the standard deviations of two given variates and the coefficient of correlation between them.
[ 1875-80; CO- + VARIANCE ]
Random House Webster's Unabridged English dictionary. Полный английский словарь Вебстер - Random House . 2012