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.
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.
Scherbaum: Polarization analysis in the wavelet domain based on the adaptive covariance method, Geophysical Journal International, 170, 667-678 (2007).
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.