covariance
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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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.