# covariance

## EnglishEdit

Wikipedia has an article on:

Wikipedia

### NounEdit

covariance (plural covariances)

1. (statistics) A statistical measure defined as $\scriptstyle\operatorname{Cov}(X, Y) = \operatorname{E}((X - \mu) (Y - \nu))$ given two real-valued random variables X and Y, with expected values $\scriptstyle E(X)\,=\,\mu$ and $\scriptstyle E(Y)\,=\,\nu$.
2. () The conversion of data types from wider to narrower in certain situations.

#### Derived termsEdit

• covariance matrix

## FrenchEdit

### NounEdit

covariance f (plural covariances)