English Dictionary

covariance

noun

(statistics) A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-𝜇)(Y-𝜈)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,𝜇 and scriptstyle E(Y),=,𝜈.

The covariance between the two variables is high.

意味（1）

(statistics) A statistical measure defined as scriptstyle operatorname Cov(X,Y)= operatorname E((X-𝜇)(Y-𝜈)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,𝜇 and scriptstyle E(Y),=,𝜈.

The elements of such a correlation matrix do not have asymptotic variances and covariances of the form (1.2), even if S has a Wishart distribution.

意味（2）

(object-oriented programming) The conversion of data types from wider to narrower in certain situations.

Coordinate term: contravariance