-
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...
- statistics,
sometimes the
covariance matrix of a
multivariate random variable is not
known but has to be estimated.
Estimation of
covariance matrices then deals...
- together, and may
refer to:
Covariance matrix, a
matrix of
covariances between a
number of
variables Covariance or cross-
covariance between two
random variables...
- Look up
covariance or
contravariance in Wiktionary, the free dictionary.
Covariance and
contravariance may
refer to:
Covariance and
contravariance of...
- In
theoretical physics,
general covariance, also
known as
diffeomorphism covariance or
general invariance,
consists of the
invariance of the form of physical...
- 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...
-
theory and statistics, the
covariance function describes how much two
random variables change together (their
covariance) with
varying spatial or temporal...
-
product ⟨ ⋅ , ⋅ ⟩ {\displaystyle \langle \cdot ,\cdot \rangle } , the
covariance of P is the
bilinear form Cov: H × H → R
given by C o v ( x , y ) = ∫...
- In
probability theory and statistics, the
mathematical concepts of
covariance and
correlation are very similar. Both
describe the
degree to
which two random...
