TERMIUM Plus®

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COVARIANCE [1 record]

Record 1 2012-01-03

English

Subject field(s)
  • Statistical Methods
  • Calculating Procedures (Mathematics)
DEF

A measure of the joint variance of two or more variables.

CONT

Each deviation from the arithmetic mean of one variable is multiplied by the corresponding deviation from the mean of the other variable. The mean of the resulting products is termed the covariance.

French

Domaine(s)
  • Méthodes statistiques
  • Procédés de calcul (Mathématiques)
DEF

Mesure du degré de dépendance entre deux variables aléatoires.

CONT

On obtient la covariance en calculant, pour un nombre n de couples observés sur l'une et l'autre variable, la somme des produits des écarts observés par rapport à leur moyenne respective, divisée par n.

Spanish

Campo(s) temático(s)
  • Métodos estadísticos
  • Métodos de cálculo (Matemáticas)
DEF

Medida de la relación entre dos variables. Es la esperanza del producto de las diferencias de cada variable con respecto a su media aritmética.

OBS

covarianza: término y definición extraídos del CAPITAL Business Dictionary con la autorización de LID Editorial Empresarial.

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