covariance

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Related to Co-variance: Covariance matrix

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

/co·var·i·ance/ (ko-vār´e-ins) a measure of the tendency of two random variables to vary together.

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.

covariance

the expected value of the product of the deviations of corresponding values of two random variables from their respective means.

covariance method
used for the calculation of relationship and inbreeding in large populations.
References in periodicals archive ?
Therefore its volatility is a function of the share of each sector, the variance of the growth of each sector, and the co-variance between the growth rates of each sector.
As we have stressed, GDP volatility will be determined not only by the variances of each of its component sectors discussed in the previous section, but also by changes in the share of each sector in total GDP and the co-variance between sectors.
It is clear from Figure 10 that the decline in real GDP volatility in the late 1980s was associated with a sustained decline in the sum of sector variances and the end of a temporary spike in sector co-variances.
There has been no significant trend decline in the influence of sector co-variances, which are the dominant influence on the profile of GDP volatility.
Topics include: bivariate statistical tests, data evaluation, regression analyses (simple, multiple, and logistic), analysis of variances and co-variances (two-way, multivariate, and repeated measures), and canonical correlation analysis.
Even aside from problems connected with unscrupulous promoters, high rate-of-return variances and co-variances within and between the peripheral countries, together with large and infrequent (and hence underestimated) shocks, could easily have disturbed well-laid plans.