covariance

noun

(statistics) the mean value of the product of the deviations of two variates from their respective means

Roots

comco- · Latin · together, jointly variusvari- · Latin · changing, diverse antia-ance · Latin · quality, state

Synonyms & related words for covariance

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Words related to covariance

Explore words related to covariance — words associated with it, words that go with it, and its nearest matches in meaning. Related words include covariation, bivariate, multivariate, univariate, autocorrelation, nonparametric, kurtosis, homoscedasticity. Click any word to make it the center of the map and keep exploring the web of connections.

Where does covariance come from?

The word covariance breaks down into 3 roots of Latin origin: co-, from Latin com (“together, jointly”); vari, from Latin varius (“changing, diverse”); and -ance, from Latin antia (“quality, state”). Explore each root to see other English words built from the same source.