Share this entry

Share this page

covariance

Syllabification: co·var·i·ance
Pronunciation: /ˌkōˈverēəns
 
/

Definition of covariance in English:

noun

1 Mathematics The property of a function of retaining its form when the variables are linearly transformed.
Example sentences
  • The matrix formulation of the model produces an estimate that can be easily transformed into genetic covariance and correlations.
  • If this occurs frequently, then MA experiments will be practically useless for studying any properties of mutational covariance.
  • Contour plots of genetic covariance functions fitted by the character process model.
2 Statistics The mean value of the product of the deviations of two variates from their respective means.
Example sentences
  • Statistically significant covariances among random intercepts, rates of change, and effects of depressed mood and delinquency variety are reported in the text only.
  • The demographic variances and covariances of the elements are inversely proportional to the total population size.
  • The direct estimation approach does well in estimating the overall covariance function: on average, the covariances are estimated with an error of 15%.

Definition of covariance in:

Share this entry

Share this page

 

What do you find interesting about this word or phrase?

Comments that don't adhere to our Community Guidelines may be moderated or removed.

Get more from Oxford Dictionaries

Subscribe to remove adverts and access premium resources

Word of the day snarf
Pronunciation: snɑːf
verb
eat or drink quickly or greedily