covariance

noun

co·​vari·​ance ˌkō-ˈver-ē-ən(t)s How to pronounce covariance (audio)
ˈkō-ˌver-
1
: the expected value of the product of the deviations of two random variables from their respective means
2
: the arithmetic mean of the products of the deviations of corresponding values of two quantitative variables from their respective means

Examples of covariance in a Sentence

Recent Examples on the Web
Examples are automatically compiled from online sources to show current usage. Read More Opinions expressed in the examples do not represent those of Merriam-Webster or its editors. Send us feedback.
The influence of subject characteristics was examined using analysis of covariance. Seriously Science, Discover Magazine, 27 June 2013 But, The putative covariance between these syndromes in the extant literature may underestimate the considerable variability in the relationship across individuals. Neuroskeptic, Discover Magazine, 23 June 2018 For this purpose, the mean, variance, and covariance of the frequency magnitude responses were analyzed and correlated with headphone type and retail value. Seriously Science, Discover Magazine, 20 June 2017 And just as natural selection can be blunt and rude in its impact on the covariance of genes and traits, so its relaxation may remove a suffocating vice. Razib Khan, Discover Magazine, 9 Jan. 2011 In practice, the challenge is often figuring out how to break the general covariance of Einstein’s equations — that is, how to choose a specific coordinate system that is well suited to solving a specific problem. Quanta Magazine, 14 Mar. 2018

Word History

First Known Use

1931, in the meaning defined at sense 1

Time Traveler
The first known use of covariance was in 1931

Dictionary Entries Near covariance

Cite this Entry

“Covariance.” Merriam-Webster.com Dictionary, Merriam-Webster, https://www.merriam-webster.com/dictionary/covariance. Accessed 22 Dec. 2024.

More from Merriam-Webster on covariance

Love words? Need even more definitions?

Subscribe to America's largest dictionary and get thousands more definitions and advanced search—ad free!