Definition of covariance in US English:



  • 1Mathematics
    The property of a function of retaining its form when the variables are linearly transformed.

    • ‘Note that the simulated covariance function was not generated from a polynomial.’
    • ‘The matrix formulation of the model produces an estimate that can be easily transformed into genetic covariance and correlations.’
    • ‘These different models for covariance function with some modifications can be incorporated into our mapping strategy.’
    • ‘Contour plots of genetic covariance functions fitted by the character process model.’
    • ‘If this occurs frequently, then MA experiments will be practically useless for studying any properties of mutational covariance.’
  • 2Statistics
    The mean value of the product of the deviations of two variates from their respective means.

    • ‘The direct estimation approach does well in estimating the overall covariance function: on average, the covariances are estimated with an error of 15%.’
    • ‘Logistic regression was used instead of univariate chi-squares so that covariance among the variables would be taken into account in the analyses.’
    • ‘The most common measure of variability is variance and the corresponding measure of correlation between two variables is covariance.’
    • ‘Statistically significant covariances among random intercepts, rates of change, and effects of depressed mood and delinquency variety are reported in the text only.’
    • ‘The demographic variances and covariances of the elements are inversely proportional to the total population size.’