covariance

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[edit] English

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[edit] Noun

Singular
covariance

Plural
covariances

covariance (plural covariances)

  1. (statistics) A statistical measure defined as \scriptstyle\operatorname{Cov}(X, Y) = \operatorname{E}((X - \mu) (Y - \nu)) given two real-valued random variables X and Y, with expected values \scriptstyle E(X)\,=\,\mu and \scriptstyle E(Y)\,=\,\nu.

[edit] Derived terms

[edit] Translations

statistical measure

[edit] French

[edit] Noun

covariance f. (plural covariances)

  1. covariance
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