What does Covariance mean?

Definitions for Covariance
koʊˈvɛər i ənsco·vari·ance

This dictionary definitions page includes all the possible meanings, example usage and translations of the word Covariance.

Princeton's WordNet

  1. covariancenoun

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

GCIDE

  1. covariancenoun

    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

  1. covariancenoun

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

Wikipedia

  1. Covariance

    In probability theory and statistics, covariance is a measure of the joint variability of two random variables. If the greater values of one variable mainly correspond with the greater values of the other variable, and the same holds for the lesser values (that is, 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 fewer values of the other, (that is, 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 because it is not normalized and hence depends on the magnitudes of the variables. 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 (1) the covariance of two random variables, which is a population parameter that can be seen as a property of the joint probability distribution, and (2) the sample covariance, which in addition to serving as a descriptor of the sample, also serves as an estimated value of the population parameter.

ChatGPT

  1. covariance

    Covariance is a statistical measure that indicates the extent to which two variables change in tandem -how they vary together. If the covariance is positive, the variables tend to move in the same direction and if it's negative, they tend to move in an inverse or opposite direction. Covariance is widely used in probability theory and statistics for determining a linear dependence between two variables.

Wikidata

  1. 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.

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Numerology

  1. Chaldean Numerology

    The numerical value of Covariance in Chaldean Numerology is: 7

  2. Pythagorean Numerology

    The numerical value of Covariance in Pythagorean Numerology is: 1

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"Covariance." Definitions.net. STANDS4 LLC, 2024. Web. 28 Mar. 2024. <https://www.definitions.net/definition/Covariance>.

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