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covariance

/kəʊˈveə.ri.əns/

1 entry

noun

/kəʊˈveə.ri.əns/C2formalscientific
  • ruСтатистическая мера, указывающая степень, в которой две переменные изменяются вместе, вычисляемая как среднее произведение их отклонений от соответствующих средних значений.

A statistical measure indicating the degree to which two variables change together, calculated as the mean of the product of their deviations from their respective means.

  1. Statistical measureC2formalscientific

    A measure of the joint variability of two random variables, calculated as the mean of the product of their deviations from their respective means.

    ruСтатистическая мера

    • Covariance is used to determine the direction of the linear relationship between two variables.
    • A positive covariance indicates that the two variables tend to increase together.
    • The covariance matrix is a key component in multivariate statistical analysis.

    Synonymscovariation

Forms
  • covariances plural form
  • covariances' possessive plural form
  • covariance's possessive singular form