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covarianceenUK
co·var·i·ance C0701700 (kō-vâr′ē-əns)n. A statistical measure of the tendency of two random variables to vary in the same direction (called positive covariance) or in an opposite direction (called negative covariance) over many observations. Covariance is equal to the summed products of the deviations of corresponding values of the two variables from their respective means.covariance (kəʊˈvɛərɪəns) n (Statistics) statistics a measure of the association between two random variables, equal to the expected value of the product of the deviations from the mean of the two variables, and estimated by the sum of products of deviations from the sample mean for associated values of the two variables, divided by the number of sample points. Written as Cov (X, Y)co•var•i•ance (koʊˈvɛər i əns)
n. (in statistics) the value of the product of the standard deviations of two given variants and their correlation coefficient. [1875–80] Thesaurus| Noun | 1. | covariance - (statistics) the mean value of the product of the deviations of two variates from their respective meansstatistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parametersvariance - the second moment around the mean; the expected value of the square of the deviations of a random variable from its mean value |
TranslationsковариансаковариантностьковариациякогредиентностьcovarianceenUK
covariance[kō′ver·ē·əns] (statistics) A measurement of the tendency of two random variables, X and Y, to vary together, given by the expected value of the variable (X-X [OB ])(Y-Y [OB ]), where X [OB ] and Y [OB ] are the expected values of the variables X and Y respectively. covarianceenUK
covariance [ko-va´re-ans] a measure of the tendency of two random variables to vary together. It is the expected value of the product of the deviations of corresponding values of two random variables from their respective means.covariance (kō-vā′rē-ăns) In statistics, the expected value of the product of the deviations of corresponding values of two variables from their respective means.CovarianceenUK
CovarianceA statistical measure of the degree to which random variables move together. A positive covariance implies that one variable is above (below) its mean value when the other variable is above (below) its mean value.CovarianceThe degree to which two variables are correlated. That is, covariance is the measure of how much two variables are related to one another. It is important in security analysis to determine how much or how little price movements in two companies or industries are connected.covariance A statistical measure of the extent to which two variables move together. Covariance is used by financial analysts to determine the degree to which return on two securities is related. In general, a high covariance indicates similar movements and lack of diversification. Compare variance. See also risk.covarianceenUK
Related to covariance: Covariance matrixWords related to covariancenoun (statistics) the mean value of the product of the deviations of two variates from their respective meansRelated Words |