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Definition of "covariance" [covariance]

  • A statistical measure of the variance of two random variables that are observed or measured in the same mean time period. This measure is equal to the product of the deviations of corresponding values of the two variables from their respective means. (noun)

American Heritage(R) Dictionary of the English Language, Fifth Edition. Copyright (c) 2011 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company. All rights reserved.

Use "covariance" in a sentence
  • "If so, this would explain the reference to a "correlation matrix" in their article and could also be reconciled with the use of the term covariance matrix in the email."
  • "The term "standardization" is also used in dendroclimatology to describe the process of making tree ring chronologies, so I think that the terms covariance and correlation PCs are more precise."
  • "That is the conception of intelligence among scientists who study human intelligence: The abstract theoretical construct to which this covariance is attributed."