covariance

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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.
References in periodicals archive ?
In this study, 4th, 5th and 6th AR parameters were calculated from EGG signals of healthy individuals and patients by using Covariance, Burg, Yule-walker, Least Squares and Modified Covariance methods. To compare the methods, the CRLB variance value of these parameters was obtained.
However, the covariance method may lead to unstable AR models since the LD algorithm is not used for solving the covariance normal equations [18].
Scherbaum: Polarization analysis in the wavelet domain based on the adaptive covariance method, Geophysical Journal International, 170, 667-678 (2007).
A statistical analysis using a covariance method determined that the weight loss accounted for just 0.3 of the 0.7 percentage point drop in Hb[A.sub.1c] among the patients in the 20-mg arm.
A statistical analysis using a covariance method determined that weight loss accounted for just 0.3 of the 0.7 percentage point drop in Hb[A.sub.1c] among the patients in the 20-mg arm.