covariance.

1. A measure of how two quantities vary together, calculated from their deviations from their means.

2. The property of equations or quantities transforming consistently under relevant changes of coordinates while preserving their physical relationships.

Use it for

Words that belong together

• positive covariance
• covariance between variables

On the page

Positive covariance indicated that the measurements tended to rise and fall together.

The covariance changed with the units, although the standardized correlation did not.

Usage notes

Primary category: science / research / methodology. Forms: Usually uncountable. Legacy lexical fields mirror sense 1 only. Use numbered sense fields for all meanings. Established modern English lexical item. No separate regional spelling or grammatical inflection entry. Writing functions: methodology, measurement, causation, evaluation. Disciplines: research, statistics, scientific reasoning. Commonness: uncommon.