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noun

covariance

koh-VAR-ee-uns
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Covariance (noun) means a statistical measure of how two random variables vary together, based on the expected value of the product of their deviations from their means. Example: “A positive covariance means the two variables tend to rise together.”

noun
1
technical A statistical measure of how two random variables vary together, based on the expected value of the product of their deviations from their means.
"A positive covariance means the two variables tend to rise together."
"The analyst calculated the covariance between height and weight."
"Covariance is the starting point for working out correlation."
2
technical In object-oriented programming, the property that lets a more specific subtype be used where the declared type is expected, for example in a method's return type.
"The language supports covariance for return types."
"Covariance is the counterpart of contravariance."
"He read up on covariance before designing the class hierarchy."

Examples of covariance in a sentence →

How to use covariance

Learner’s notes

In plain EnglishA measure of how two things change together.

When to use it

It is a technical term used in statistics and computing.

Memory tip

Covariance involves two variables, whereas variance involves only one.

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Easily confused with
Common pairings
covariance matrix sample covariance positive covariance covariance between two variables
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A positive _____ means the two variables tend to rise together.

Etymology

Covariance is formed from the prefix co- and the word variance.

Origin: English

Antonyms

contravariance

Rhymes for covariance

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Frequently asked questions

What does covariance mean in statistics?
It is a measure of how two random variables vary together. A positive value means they tend to move in the same direction.
What is covariance in programming?
In object-oriented programming it means a more specific subtype can be used where the declared type is expected, for example as a return type. Its coordinate term is contravariance.
How do you pronounce covariance?
In American English it is commonly said koh-VAR-ee-uns.
What is the meaning of covariance?
"covariance" (noun) means a statistical measure of how two random variables vary together, based on the expected value of the product of their deviations from their means.