covariance

noun/koʊˈvɛriəns/

Frequency rank: #19,134 most common English word

Meaning

A measure of how much two random variables change together, indicating the direction of their linear relationship.

Illustration for the English word “covariance”

Example sentence

The statistician calculated the covariance between height and weight to understand how the two variables move together.

Synonyms & related words

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