Definition of Covariance. Meaning of Covariance. Synonyms of Covariance

Here you will find one or more explanations in English for the word Covariance. Also in the bottom left of the page several parts of wikipedia pages related to the word Covariance and, of course, Covariance synonyms and on the right images related to the word Covariance.

Definition of Covariance

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Meaning of Covariance from wikipedia

- Covariance in probability theory and statistics is a measure of the joint variability of two random variables. If greater values of one variable mainly...
- and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square...
- Look up covariance or contravariance in Wiktionary, the free dictionary. Covariance and contravariance may refer to: Covariance and contravariance of...
- average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from a sample of data on one or more...
- In theoretical physics, general covariance, also known as diffeomorphism covariance or general invariance, consists of the invariance of the form of physical...
- together, and may refer to: Covariance matrix, a matrix of covariances between a number of variables Covariance or cross-covariance between two random variables...
- eigenvectors of the data's covariance matrix. Thus, the prin****l components are often computed by eigendecomposition of the data covariance matrix or singular...
- through space". Lorentz covariance, a related concept, is a property of the underlying spacetime manifold. Lorentz covariance has two distinct, but closely...
- theory and statistics, the covariance function describes how much two random variables change together (their covariance) with varying spatial or temporal...
- " Regardless of Gaussianity, however, if the process and measurement covariances are known, then the Kalman filter is the best possible linear estimator...