covariance

English dictionary entry

Meanings

noun
  1. A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-μ)(Y-ν)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,μ and scriptstyle E(Y),=,ν.
  2. The conversion of data types from wider to narrower in certain situations.

Pronunciation

/kəʊˈvɛː.ɹi.əns/ /koʊˈvæɹ.i.əns/ /ˈkoʊˈvɛɹ.i.əns/ LL-Q1860 (eng)-Grendelkhan-covariance.wav /kəʉˈveː.ɹi.əns/

Word forms

covariance covariances

Etymology

From co- + variance.

Related words

Derived words

autocovariance covariance function covariance mapping covariance matrix crosscovariance eddy covariance isocovariance subcovariance
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