covariance noun. [kǝʊ'vɛ:rɪǝns] L19.
[In sense 1 from COVARIANT; in sense 2 from CO- + VARIANCE.]
1. Math. The property of being covariant; the property of a function of retaining its form when the variables are linearly transformed. L19.

2. Statistics. The mean value of the product of the deviations of two variates from their respective means. M20.

■ covariancy noun covariance; covariation: L19.

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