The Collaborative International Dictionary of English. 2000.
covariance — [ kovarjɑ̃s ] n. f. • 1921; de co et variance ♦ Math. Covariance de deux variables aléatoires : moyenne des produits de deux variables centrées sur leurs espérances mathématiques et servant à définir leur coefficient de corrélation. ● covariance… … Encyclopédie Universelle
covariance — 1878, from covariant (1853), from CO (Cf. co ) + VARIANT (Cf. variant) … Etymology dictionary
covariance — [kō′ver΄ē əns, kō′ver′ē əns] n. Statistics a measure of the relationship between two variables whose values are observed at the same time; specif., the average value of the product of the two variables diminished by the product of their average… … English World dictionary
Covariance — This article is about the measure of linear relation between random variables. For other uses, see Covariance (disambiguation). In probability theory and statistics, covariance is a measure of how much two variables change together. Variance is a … Wikipedia
Covariance — Pour le principe physique, voir Principe de covariance générale. Ne pas confondre avec la covariance d un tenseur en algèbre ou en géométrie différentielle, ou d un foncteur en théorie des catégories. En théorie des probabilités et en… … Wikipédia en Français
Covariance — A measure of the degree to which returns on two risky assets move in tandem. A positive covariance means that asset returns move together. A negative covariance means returns move inversely. One method of calculating covariance is by looking at… … Investment dictionary
covariance — A measurement of the relationship between two variables. The arithmetic mean of the products of the deviations of corresponding values of two quantitative variables from their respective means. American Banker Glossary A statistical measure of… … Financial and business terms
covariance — kovariacija statusas T sritis Standartizacija ir metrologija apibrėžtis Dviejų atsitiktinių kintamųjų dydžių tarpusavio priklausomybės matas, lygus jų verčių sandaugos statistiniam vidurkiui. atitikmenys: angl. covariance vok. Kovarianz, f rus.… … Penkiakalbis aiškinamasis metrologijos terminų žodynas
covariance — kovariantiškumas statusas T sritis fizika atitikmenys: angl. covariance vok. Kovarianz, f rus. ковариантность, f pranc. covariance, f … Fizikos terminų žodynas
Covariance — A statistical measure of the degree to which random variables move together. The New York Times Financial Glossary * * * A statistical term for the correlation of two variables multiplied by the individual standard deviation for each of the… … Financial and business terms
