/kɒvəˈraɪəns/ kə-və-RY-əns

Definitions

1. noun

The statistical measure of the relationship between two random variables, indicating how much their values tend to vary together.

“The covariance between the stock prices and the economic indicators was low, indicating no correlation.”

2. noun

A measure of the tendency of two quantities to vary together in a predictable way.

“The covariance of the temperature and the atmospheric pressure was studied to understand the weather patterns.”

3. noun

A statistical concept used in machine learning to measure the dependency between variables.

“The model used covariance to predict the customer’s purchase behavior.”

4. verb

To vary together or to have a statistical correlation.

“The two variables covaried significantly in the experiment.”