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 $\scriptstyle E(Y)\,=\,\nu$.
2. (computing, programming) The conversion of data types from wider to narrower in certain situations.

See also

• contravariance

Derived terms

• covariance matrix

Translations

statistical measure

• Basque: kobariantza (eu)
• Catalan: covariància (ca) f
• Czech: kovariance (cs) f
• Dutch: covariantie (nl) f
• 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