COVARIANCE | English Meaning, Definition, and Pronunciation

Looking for the meaning of the word COVARIANCE in English for both noun and verb forms from the Oxford Dictionary? Below, you can explore all possible meanings and definitions of COVARIANCE with sentence examples. You can also use the “AUDIO PRONUNCIATION” track to check the correct pronunciation in British English.

Word: Covariance

Speech Type: Noun

Audio Pronunciation:
Phonetic Spelling: kəʊˈvɛːrɪəns
Dialects: British English
Definition:

the property of a function of retaining its form when the variables are linearly transformed.

Short Definition:

property of function of retaining its form when variables are linearly transformed

Definition:

the mean value of the product of the deviations of two variates from their respective means.

Short Definition:

mean value of product of deviations of two variates from their respective means

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