Covariance

2 definitions found

From The Collaborative International Dictionary of English v.0.48 [gcide]:

  covariance \covariance\ n.
     a statistical measure of the relationship of two variables,
     formed by multiplying the difference of each variable from
     its mean, both variables being measured at the same time, and
     averaging all such products.
     [WordNet 1.5 +PJC]



From WordNet (r) 2.0 [wn]:

  covariance
       n : statistical measure of the variance of two random variables
           measured in the same mean time period