What does "covariance" mean?

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.

What is a synonym for "covariance"?

Common synonyms include: contravariance.

How do you pronounce "covariance"?

Pronounced //koʊˈvæɹ.i.əns//.

Covariance

//koʊˈvæɹ.i.əns// noun

noun ·Rare ·Advanced level

Definitions

Noun

1
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. countable, uncountable
"The elements of such a correlation matrix do not have asymptotic variances and covariances of the form (1.2), even if S has a Wishart distribution."
2
(statistics) the mean value of the product of the deviations of two variates from their respective means wordnet
3
The conversion of data types from wider to narrower in certain situations. countable, uncountable
"As we will see in Chapter 8, we see both covariance and contravariance throughout the Java Collections. They largely exist to ensure that the generics just “do the right thing” and behave in a manner that should not surprise the developer."