covariance

English

Wikipedia

Noun

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 $\scriptstyle E(Y)\,=\,\nu$.

Derived terms

• covariance matrix

Translations

statistical measure

Basque: kobariantza (eu) Catalan: covariància (ca) f. Czech: kovariance (cs) f. Dutch: covariantie (nl) Esperanto: kunvarianco (eo) French: covariance (fr) f.

Italian: covarianza (it) f. Polish: kowariancja (pl) f. Portuguese: covariância (pt) f. Russian: ковариация (ru) (kovariácija) f. Spanish: covariación (es) f. Sundanese: kovarian (su) Turkish: kovaryans (tr)

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French

Noun

covariance f. (plural covariances)

1. covariance