-
probability theory and statistics,
covariance is a
measure of the
joint variability of two
random variables. The sign of the
covariance, therefore,
shows the tendency...
- 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...
-
through space".
Lorentz covariance, a
related concept, is a
property of the
underlying spacetime manifold.
Lorentz covariance has two distinct, but closely...
- 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...
- the
covariance of two
variables and the
product of
their standard deviations; thus, it is
essentially a
normalized measurement of the
covariance, such...
-
eigenvectors of the data's
covariance matrix. Thus, the prin****l
components are
often computed by
eigendecomposition of the data
covariance matrix or singular...
- statistics,
sometimes the
covariance matrix of a
multivariate random variable is not
known but has to be estimated.
Estimation of
covariance matrices then deals...
