product variance

English

Noun

product variance (plural product variances)

1. (obsolete or rare) Covariance.
   • 1934, A. C. Aitken, "Note on Selection from a Multivariate Normal Population", Proceedings of the Edinburgh Mathematical Society 4, page 106:

     From a population characterised by variables $x,\ y,\ z$, correlated and normally distributed, with means $0,\ 0,\ 0$, variances $\sigma _{1}^{2},\ \sigma _{2}^{2},\ \sigma _{3}^{2}$ and product variances $r_{12}\sigma _{1}\sigma _{2},\ r_{13}\sigma _{1}\sigma _{3},\ r_{23}\sigma _{2}\sigma _{3}$, a sub-population is extracted […] .