### What does **Covariance** mean?

## Definitions for **Covariance**koʊˈvɛər i əns

#### Here are all the possible meanings and translations of the word **Covariance**.

### Princeton's WordNet

covariance(noun)

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

### GCIDE

covariance(n.)

a statistical measure of the relationship of two variables, formed by multiplying the difference of each variable from its mean, both variables being measured at the same time, and averaging all such products.

### Wiktionary

covariance(Noun)

A statistical measure defined as given two real-valued random variables X and Y, with expected values and .

### Freebase

Covariance

In probability theory and statistics, covariance is a measure of how much two random variables change together. If the greater values of one variable mainly correspond with the greater values of the other variable, and the same holds for the smaller values, i.e., the variables tend to show similar behavior, the covariance is positive. In the opposite case, when the greater values of one variable mainly correspond to the smaller values of the other, i.e., the variables tend to show opposite behavior, the covariance is negative. The sign of the covariance therefore shows the tendency in the linear relationship between the variables. The magnitude of the covariance is not easy to interpret. The normalized version of the covariance, the correlation coefficient, however, shows by its magnitude the strength of the linear relation. A distinction must be made between the covariance of two random variables, which is a population parameter that can be seen as a property of the joint probability distribution, and the sample covariance, which serves as an estimated value of the parameter.

### Numerology

Chaldean Numerology

The numerical value of Covariance in Chaldean Numerology is:

**7**Pythagorean Numerology

The numerical value of Covariance in Pythagorean Numerology is:

**1**

### Images & Illustrations of Covariance

# Translations for **Covariance**

### From our Multilingual Translation Dictionary

### Get even more translations for Covariance »

# Translation

#### Find a translation for the **Covariance** definition in other languages:

Select another language:

#### Discuss these Covariance definitions with the community:

# Word of the Day

#### Would you like us to send you a **FREE** new word definition delivered to your inbox daily?

# Citation

## Use the citation below to add this definition to your bibliography:

"Covariance." *Definitions.net.* STANDS4 LLC, 2017. Web. 17 Oct. 2017. <http://www.definitions.net/definition/Covariance>.