covariance

(redirected from covariance method)
Also found in: Dictionary, Thesaurus, Medical, Financial, Wikipedia.

covariance

[kō′ver·ē·əns]
(statistics)
A measurement of the tendency of two random variables, X and Y, to vary together, given by the expected value of the variable (X-X [OB ])(Y-Y [OB ]), where X [OB ] and Y [OB ] are the expected values of the variables X and Y respectively.