covariance - WordReference.com Dictionary of English

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covariance

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Concise Oxford English Dictionary © 2008 Oxford University Press:
covariance /kəʊˈvɛːrɪəns/

▶noun

1 Mathematics the property of a function of retaining its form when the variables are linearly transformed.

2 Statistics the mean value of the product of the deviations of two variates from their respective means.

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