from The American Heritage® Dictionary of the English Language, 5th Edition.

  • noun A statistical measure of the tendency of two random variables to vary in the same direction (called positive covariance) or in an opposite direction (called negative covariance) over many observations. Covariance is equal to the summed products of the deviations of corresponding values of the two variables from their respective means.

from the GNU version of the Collaborative International Dictionary of English.

  • noun a statistical measure of the relationship of two variables, formed by multiplying the difference of each variable from its mean, both variables being measured at the same time, and averaging all such products.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

  • noun statistics A statistical measure defined as given two real-valued random variables X and Y, with expected values and .
  • noun computing, programming The conversion of data types from wider to narrower in certain situations.

from WordNet 3.0 Copyright 2006 by Princeton University. All rights reserved.

  • noun (statistics) the mean value of the product of the deviations of two variates from their respective means


Sorry, no etymologies found.


  • 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.

    Some more on von Storch and Zorita « Climate Audit

  • 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.

    Juckes and the NOAMER PC1 « Climate Audit

  • That is the conception of intelligence among scientists who study human intelligence: The abstract theoretical construct to which this covariance is attributed.

    Bunny and a Book

  • 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.

    Letter to Climatic Change « Climate Audit

  • I’m sure you know that R2 is pretty widely defined as the covariance squared divided by the product of the two variances.

    Gulf of Mexico SST Proxy « Climate Audit

  • 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.

    Citizendium, the Citizens' Compendium - Recent changes [en]

  • These are given by the elements of the variance-covariance matrix of β (aka the covariance matrix of

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  • 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.

    American Grace

  • 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.

    At What Level did this Evolve?

  • The covariance of most assets is currently extremely high because of debt levels that are also near their apogee.

    Michael Pento: Maastricht Lite


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