covariance
/koʊˈvæɹ.i.əns/
Word Rarity
Rare
Frequency: Zipf frequency 2.56 in modern English
17
Scrabble Score
10
Letters
4
Syllables
8
Unique Chars
Meaning
noun
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.
Countable; Uncountable
noun
The conversion of data types from wider to narrower in certain situations.
Countable; Uncountable
Example Sentences
- "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."
- "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."
- "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."
- "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."
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.
Regional Pronunciation
- American English: /koʊˈvæɹ.i.əns/
- British English: /kəʊˈvɛː.ɹi.əns/
Usage
Inflected Forms
Derived Forms
Phrases
covariance function
covariance mapping
covariance matrix
eddy covariance