WikiWord

English

covariance

noun

Meaning

  1. A statistical measure defined as \scriptstyle\operatorname{Cov}(X, Y) = \operatorname{E}((X - \mu) (Y - \nu)) given two real-valued random variables X and Y, with expected values \scriptstyle E(X)\,=\,\mu and \scriptstyle E(Y)\,=\,\nu.
  2. The conversion of data types from wider to narrower in certain situations.

Etymology / origin

No prose etymology has been added yet.

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Related words

Descendant words

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Sources

  1. DictionaryAPI.dev English dictionary data
covariance — meaning and etymology | WikiWord