# 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 ?
Furthermore, if the decline in sector variances is a permanent feature, recurrent cycles in GDP volatility may in future be around a lower trend level of real GDP volatility, provided the co-variance between sector growth rates does not increase significantly.
We postulate that shocks that are common to many sectors, such as changes in interest rates, the exchange rate and aggregate demand will tend to raise the sector co-variance and raise GDP volatility.
We therefore focus on the supply side of the economy and identify the relative contributions of changes in production sector shares, variances and co-variances.
We label these three components as follows: sector shares, sector variances, and sector co-variances.
The calibrated production series are used to estimate changes in the relative importance of sectors (changing sector shares), their growth rates, growth rate volatility, and the contributions of changes in sector shares, sector variances and sector co-variances to changes in quarterly real GDP volatility.
For this reason we use a moving average measure of quarterly growth rates, variances and co-variances throughout the remainder of the paper.
In analyzing the effects of genetic drift on the breeding value of a pair of sires, it is convenient to convert the co-variance in the LBV of a pair of sires into a correlation:
The matrix of inter-factor variances and co-variances is given by:
To verify the structure established in the hypotheses, the tool was submitted to confirmatory factorial analysis with R's sem package, using the sample's variances and co-variances matrix as entry data and applying the generalized least square procedure (this method allows to make inferences, despite the absence of multi-variant normality).
The analysis of the LM test (Lagrange Multiplier test) showed that the introduction of co-variances between measurement errors of the variables "headache" and "back pain" and the variables "communication with a friend of the other sex" and "communication with friends of the same sex" have conducted to a significant decrease in the value of qui-square.
The variances and co-variances were estimated by residual or restricted maximum likelihood (REML) procedures developed by Patterson and Thompson (1971).
This constant cancels from the ratio of genetic co-variances and variances; thus, estimates of genetic correlations are unchanged.

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