Copyright © Philip M. Parker, INSEAD. Terms of Use.
Definition: Covariance |
CovarianceNoun1. Statistical measure of the variance of two random variables measured in the same mean time period. Source: WordNet 1.7.1 Copyright © 2001 by Princeton University. All rights reserved. |
| Domain | Definition |
Mathematics | The first product moment of two variates about their mean values. Source: European Union. (references) |
Mining | A statistical measure of the correlation between two variables. In geostatistics, covariance is usually treated as the simple inverse of the variogram, computed as the overall sample variance minus the variogram value. These covariance values, rather than variogram values, are actuallyused in kriging matrix equations for greater computational efficiency. (references) |
Source: compiled by the editor from various references; see credits. | |
(From Wikipedia, the free Encyclopedia)
In probability theory and statistics, the covariance between two real-valued random variables X and Y, with expected values E(X) = μ and E(Y) = ν is defined as:
If X and Y are real-valued random variables and c is a constant ("constant", in this context, means non-random), then the following facts are a consequence of the definition of covariance:
The covariance is sometimes called a measure of "linear dependence" between the two random variables. That phrase does not mean the same thing that it means in a more formal linear algebraic setting (see linear dependence), although that meaning is not unrelated. The correlation is a closely related concept used to measure the degree of linear dependence between two variables.
Source: adapted by the editor from Wikipedia, the free encyclopedia under a copyleft GNU Free Documentation License (GFDL) from the article "Covariance."
Crosswords: Covariance |
| Specialty definitions using "covariance": Bingham's distribution, bivariate Laplace-Gauss distribution, bivariate normal distribution ♦ COVARIANCE MATRIX ♦ dispersion stabilising transformation ♦ sequential T2 test ♦ Wald-Wolfowitz test, Wiener-Khintchine theorem. (references) |
| Domain | Title |
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Source: compiled by the editor from various references; see credits. | |
| "Covariance" is generally used as a noun (singular) -- approximately 100.00% of the time. "Covariance" is used about 49 times out of a sample of 100 million words spoken or written in English. Its rank is based on over 700,000 words used in the English language. Some parts-of-speech are not covered due to the samples used by the British National Corpus. (note: percents less than one-hundredth of one percent have been omitted) |
| Parts of Speech | Percent | Usage per 100 Million Words | Rank in English |
| Noun (singular) | 100% | 49 | 48,677 |
Source: compiled by the editor from several corpora; see credits.
| Hypenated Usage | |
Ending with "covariance": variance-covariance. | |
| Source: compiled by the editor from various references; see credits. | |
| The following statistics estimate the number of searches per day across the major English-language search engines as identified by various trade publications. Hyperlinks lead to commercial use of the expression at Amazon.com. |
| Expression | Frequency per Day |
covariance | 44 |
covariance matrix | 10 |
covariance definition | 4 |
correlation covariance | 3 |
covariance eddy | 3 |
covariance matrix variance | 3 |
covariance formula | 2 |
covariance statistics | 2 |
| Source: compiled by the editor from various references; see credits. | |
| Language | Translations for "covariance"; alternative meanings/domain in parentheses. | ||||||||||||||||||||||||||||
Danish | kovarians (covariate). (various references) | ||||||||||||||||||||||||||||
Dutch | covariantie. (various references) | ||||||||||||||||||||||||||||
Finnish | kovarianssi. (various references) | ||||||||||||||||||||||||||||
French | covariance empirique (empiric covariance), covariance (empiric covariance). (various references) | ||||||||||||||||||||||||||||
German | Kovarianz. (various references) | ||||||||||||||||||||||||||||
Greek | συνδιασπορά. (various references) | ||||||||||||||||||||||||||||
Italian | covarianza. (various references) | ||||||||||||||||||||||||||||
Korean | 공분산. (various references) | ||||||||||||||||||||||||||||
Pig Latin | ovariancecay covariância. (various references) ковариационный анализ (analysis of covariance). (various references) covarianza. (various references) kovarians. (various references) | ||||||||||||||||||||||||||||
Derivations | |
Words beginning with "covariance": covariances. (additional references) | |
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"Covariance" is suggested in spellcheckers for the following: cuverian. (additional references) | |
| Source: compiled by the editor, based on several corpora (additional references). | |
Scrabble® Enable2K-Verified Anagrams | |
| Words within the letters "a-a-c-c-e-i-n-o-r-v" | |
-2 letters: cavicorn, cocinera, variance, veronica. | |
-3 letters: acarine, acronic, avarice, carinae, carioca, caviare, cocaine, concave, cornice, corvina, corvine, crocein, crocine, ocarina, oceanic, ovarian, vaccina, vaccine. | |
-4 letters: acinar, aeonic, arcane, arnica, cancer, carina, carnie, carven, cavern, caviar, cicero, cocain, coiner, cornea, crania, craven, naiver, novice, orcein, ravine, recoin, renvoi, vainer, voicer. | |
-5 letters: acari, acorn, aecia, aiver, anear. | |
| Words containing the letters "a-a-c-c-e-i-n-o-r-v" | |
+1 letter: covariances. | |
+2 letters: clairvoyance, coacervation. | |
+3 letters: clairvoyances, coacervations, revaccination. | |
+4 letters: revaccinations. | |
| Source: compiled by the editor from various references; see credits. SCRABBLE® is a registered trademark. All intellectual property rights in and to the game are owned in the U.S.A and Canada by Hasbro Inc., and throughout the rest of the world by J.W. Spear & Sons Limited of Maidenhead, Berkshire, England, a subsidiary of Mattel Inc. Mattel and Spear are not affiliated with Hasbro. | |
| 1. Definition 2. Crosswords 3. Usage: Commercial 4. Usage Frequency | 5. Expressions 6. Expressions: Internet 7. Translations: Modern 8. Derivations | 9. Anagrams 10. Bibliography |
Copyright © Philip M. Parker, INSEAD. Terms of Use.
