OXFORD 9000
📚 noun • entry_id 42373

covariance

/kəʊˈvɛː.ɹi.əns/
Meanings (ES + gloss)
covariación • covarianza
A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-μ)(Y-ν)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,μ and scriptstyle E(Y),=,ν.
Consequently, it can be shown that a covariance of two binary variables measures the extent to which the observed joint distribution of these variables differs from their expected…
The elements of such a correlation matrix do not have asymptotic variances and covariances of the form (1.2), even if S has a Wishart distribution.
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