Dictionary
co•var•i•ance
Pronunciation: (kō-vâr'ē-uns), [key]—
n. Statistics.
the expectation or mean value of the variable formed by multiplying the differences obtained by subtracting two given variates from their respective means; the product of the standard deviations of two given variates and the coefficient of correlation between them.
Random House Unabridged Dictionary, Copyright © 1997, by Random House, Inc., on Infoplease.