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WordNet 3.0Copyright Princeton University
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n. - (statistics) the mean value of the product of the deviations of two variates from their respective means.

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Usage examples (40)
  • 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.
  • That is the conception of intelligence among scientists who study human intelligence: The abstract theoretical construct to which this covariance is attributed.
  • These are given by the elements of the variance-covariance matrix of β (aka the covariance matrix of
  • I’m sure you know that R2 is pretty widely defined as the covariance squared divided by the product of the two variances.
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