Definition of covariance in English:

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Pronunciation: /kəʊˈvɛːrɪəns/


1 [mass noun] 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%.

For editors and proofreaders

Line breaks: co|vari¦ance

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