covariance

C2 Topic:Mathematics & Measurement

US /koʊˈvɛriəns/ UK /kəʊˈvɛəriəns/ See IPA manual

Meanings

1

noun
the way two quantities vary together; in mathematics and statistics, a measure or transformation property of such variation

The table reports the covariance of the two variables.

Thesaurus

Opposites

contravariance

Word family

Derived forms covariant

Related forms variance statistics tensor

Etymology

From co- + variance.

Topics

Mathematics & Measurement

External links

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