Dictionary

covariance en · NOUN

Pronunciation

• /ˈkoʊˈvɛɹ.i.əns/ US, Mary–marry–merry merger
• /kəʊˈvɛː.ɹi.əns/ (UK)
• /koʊˈvæɹ.i.əns/ (US) without the Mary–marry–merry merger
• audio Connecticut
• /kəʉˈveː.ɹi.əns/ (Australia)

Etymology

Etymology tree Proto-Indo-European *ḱe? Proto-Indo-European *ḱóm Proto-Italic *kom Proto-Italic *kom- Latin con- Latin co-lbor. English co- English variance English covariance From co- + variance.

Meanings

1. (countable, uncountable) 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.
   • Consequently, it can be shown that a covariance of two binary variables measures the extent to which the observed joint distribution of these variables differs from their expected joint distribution under the assumption that they are statistically independent. 1997, Michael Patrick Allen, Understanding Regression Analysis, Plenum Press, page 31:
   • The covariance of X and Y is the expected value of the product of two random variables, X − E(X) and Y − E(Y).[…]If two random variables tend to act like opposites, one is high when the other is low and vice versa, then the covariance will be negative. If two random variables tend to be high and low at the same time, then the covariance will be positive. In fact, the covariance measures the extent of a linear relationship between the two random variables. 2005, Steven J. Janke, Frederick Tinsley, Introduction to Linear Models and Statistical Inference, Wiley, page 133:
   • The elements of such a correlation matrix do not have asymptotic variances and covariances of the form (1.2), even if S has a Wishart distribution. 2002, Karl G. Jöreskog, Dag Sörbom, PRELIS 2 User's Reference Guide, Scientific Software International, page 28:
2. (countable, qualifier:object-oriented programming, uncountable) The conversion of data types from wider to narrower in certain situations.
   • As we will see in Chapter 8, we see both covariance and contravariance throughout the Java Collections. They largely exist to ensure that the generics just “do the right thing” and behave in a manner that should not surprise the developer. 2014, Benjamin J. Evans, David Flanagan, Java in a Nutshell, O'Reilly, →ISBN, page 149:

Forms

Coordinates

contravariance

Deriveds

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

Relateds

covariant

Translations (34)

it covarianza (statistical measure) · id kovariansi (statistical measure) · tl kaalig (statistical measure) · ja 共変性 (object-oriented programming) · de Kovarianz (object-oriented programming) · cmn 協方差 /协方差 (statistical measure) · ru ковариа́ция (statistical measure) · su kovarian (statistical measure) · cs kovariance (statistical measure) · cmn 協變 /协变 (object-oriented programming) · id kovarians (statistical measure) · kk коварианттылық (object-oriented programming) · tr kovaryans (statistical measure) · cmn 共變異數 /共变异数 (statistical measure) · eu kobariantza (statistical measure) · hi सहप्रसरण (statistical measure) · ca covariància (statistical measure) · eo kunvarianco (statistical measure) · bg ковариация (statistical measure) · es covariación (statistical measure) · nl covariantie (statistical measure) · ky ковариация (statistical measure) · fi kovarianssi (statistical measure) · es covarianza (statistical measure) · pt covariância (statistical measure) · ru ковариантность (object-oriented programming) · fr covariance (statistical measure) · fi kovarianssi (object-oriented programming) · fr covariance (object-oriented programming) · kk коварианттық (object-oriented programming) · de Kovarianz (statistical measure) · ro covarianță (statistical measure) · kk ковариация (statistical measure) · pl kowariancja (statistical measure)