covariance

noun
co·​vari·​ance | \ ˌkō-ˈver-ē-ən(t)s How to pronounce covariance (audio) , ˈkō-ˌver-\

Definition of covariance

1 : the expected value of the product of the deviations of two random variables from their respective means
2 : the arithmetic mean of the products of the deviations of corresponding values of two quantitative variables from their respective means

Examples of covariance in a Sentence

Recent Examples on the Web

In practice, the challenge is often figuring out how to break the general covariance of Einstein’s equations — that is, how to choose a specific coordinate system that is well suited to solving a specific problem. Quanta Magazine, "How Einstein Lost His Bearings, and With Them, General Relativity," 14 Mar. 2018

First Known Use of covariance

1931, in the meaning defined at sense 1

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