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Definition of Covariance
1. Noun. (statistics) the mean value of the product of the deviations of two variates from their respective means.
Category relationships: Statistics
Generic synonyms: Variance
Derivative terms: Co-vary, Covariant, Covariation
Generic synonyms: Variance
Derivative terms: Co-vary, Covariant, Covariation
Definition of Covariance
1. Noun. (statistics) A statistical measure defined as given two real-valued random variables ''X'' and ''Y'', with expected values and . ¹
¹ Source: wiktionary.com
Definition of Covariance
1. [n -S]