covariance

IPA: koʊvˈɛriʌns

noun

  • (statistics) A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-μ)(Y-ν)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,μ and scriptstyle E(Y),=,ν.
  • (object-oriented programming) The conversion of data types from wider to narrower in certain situations.
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Examples of "covariance" in Sentences

  • These are given by the elements of the variance-covariance matrix of β (aka the covariance matrix of
  • The covariance of most assets is currently extremely high because of debt levels that are also near their apogee.
  • I’m sure you know that R2 is pretty widely defined as the covariance squared divided by the product of the two variances.
  • That is the conception of intelligence among scientists who study human intelligence: The abstract theoretical construct to which this covariance is attributed.
  • If so, this would explain the reference to a "correlation matrix" in their article and could also be reconciled with the use of the term covariance matrix in the email.
  • Finally, George R. Price's theory of group selection via covariance (as championed by David Sloan Wilson) asserts that selection can also act at the level of groups, as well as individuals.
  • The term "standardization" is also used in dendroclimatology to describe the process of making tree ring chronologies, so I think that the terms covariance and correlation PCs are more precise.
  • Markowitz reasoned that what matters is the riskiness of the portfolio rather than its components, and that the riskiness of the portfolio depended, not so much upon the riskiness of its components, as upon their covariance, meaning the tendency of their prices rise and fall in concert.
  • To fully utilize the panel design of the Faith Matters surveys, we used both change score and analysis of covariance ANCOVA models, the two most common methods used to analyze two-wave panel data.2 The two approaches differ in how they adjust for initial differences in the outcome variable.
  • Correction of inaccurate renderings would also require removing all references to MM “presenting” an alternative reconstruction; removing all reference to MM or MBH “centering conventions” and using neutral language such as covariance matrix, correlation matrix, or uncentered; removing all reference to tree ring chronologies being “unstandardized” since they are all pre-standardized; etc.

Related Links

synonyms for covariancedescribing words for covariance
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