Lexic.us

Definition of Covariance

1. Noun. (statistics) the mean value of the product of the deviations of two variates from their respective means.

Definition of Covariance

1. Noun. (statistics) A statistical measure defined as $\backslash scriptstyle\backslash operatorname\{Cov\}(X,\; Y)\; =\; \backslash operatorname\{E\}((X\; -\; \backslash mu)\; (Y\; -\; \backslash nu))$ given two real-valued random variables ''X'' and ''Y'', with expected values $\backslash scriptstyle\; E(X)\backslash ,=\backslash ,\backslash mu$ and $\backslash scriptstyle\; E(Y)\backslash ,=\backslash ,\backslash nu$. ¹

¹ Source: wiktionary.com

Definition of Covariance

1. [n -S]

Lexicographical Neighbors of Covariance

Literary usage of Covariance

Below you will find example usage of this term as found in modern and/or classical literature:

1. Multivariate Analysis and Its Applications by Theodore Wilbur Anderson, Ingram Olkin, Kʻai-tʻai Fang (1994)
"IMS Lecture Notes — Monograph Series (1994) Volume 24 A TESTING METHOD FOR covariance STRUCTURE ANALYSIS BY PM BENTLER University of California, ..."

2. Analysis of Longitudinal and Cluster-Correlated Data by Nan M. Laird (2004)
"If we assume that: (a) the covariance is independent of the covariates, (b) blood pressure variability is similar in males and females but differs between ..."

3. Optimality: The Second Erich L. Lehmann Symposium by Javier Rojo (2006)
"A matched innovations tree of a given covariance tree with positive correlation progression is an independent innovations tree with the following properties ..."

4. Selected Proceedings of the Symposium on Estimating Functions by Ishwar V. Basawa, Robert Lee Taylor, V. P. Godambe (1997)
"Institute of Mathematical Statistics LECTURE NOTES — MONOGRAPH SERIES SECTION 7: NONPARAMETRICS, ROBUST INFERENCE AND BOOTSTRAP Estimating covariance ..."

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