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 .