covariance

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

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.
Mentioned in ?
References in periodicals archive ?
For this reason, it shows that obtaining the PSD functions from the 4th degree with the covariance method will give more accurate results.
Determining of Gastroparesis Disease from Electrogastrogram Signals Using Cramer-Rao Lower Bound and Power Spectral Density
Scherbaum: Polarization analysis in the wavelet domain based on the adaptive covariance method, Geophysical Journal International, 170, 667-678 (2007).
Imaging of deep structure using reflection waves detected by spectral matrix analysis and confidence levels
The Lerman and Yitzhaki covariance method is employed to calculate Gini estimates; these estimates are more accurate than would have been possible with other methods, because microlevel, and not grouped, data are required.
Consumer expenditure and inequality: a budget components analysis using the Gini coefficient

Encyclopedia browser ?
Full browser ?