# Covariance

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Related to Covariance: Covariance matrix

## Covariance

A statistical measure of the degree to which random variables move together. A positive covariance implies that one variable is above (below) its mean value when the other variable is above (below) its mean value.

## Covariance

The degree to which two variables are correlated. That is, covariance is the measure of how much two variables are related to one another. It is important in security analysis to determine how much or how little price movements in two companies or industries are connected.

## covariance

A statistical measure of the extent to which two variables move together. Covariance is used by financial analysts to determine the degree to which return on two securities is related. In general, a high covariance indicates similar movements and lack of diversification. Compare variance. See also risk.
References in periodicals archive ?
The method used to generate the imputations (i.e., the propensity score method as implemented through the SAS PROC MI module), the degree of heterogeneity between the covariance matrices (i.e., [[SIGMA].sub.2] = 2[[SIGMA].sub.1]), the total sample size (i.e., n = 100), the shape of the distribution of the measure variable (i.e., [[gamma].sub.1] = 0; [[gamma].sub.2] = 0), the missing data mechanisms (i.e., MAR) and the patterns of missingness (i.e., monotone) were kept constant in the study.
Suppose that[mathematical expression not reproducible], is the LW covariance estimation of the image of set U.
The measurement noise covariance matrix also has a diagonal structure giving the current measurement and A/D convertor error ([r.sub.ii] is the variance of [v.sub.k]) given as [R.sub.k] = diag [[r.sub.11] [r.sub.22] [r.sub.33]].
The postprocessing of the eddy covariance data was done with EddyPro (version 6.0.0, Licor, USA).
Utilizing all the states and model probabilities from last recurrence, the computation of input state [[??].sub.0j] (k - 1) and covariance [P.sub.0j] (k - 1) of model j can be express as
[R.sub.e] = 6378 x [10.sup.3] m is the Earth's radius, [e.sub.3] = [[0,0,1].sup.T] is the third standard unit vector [R.sup.3] in and [xi] is the random acceleration vector due to modeling uncertainties and disturbances, and it is assumed that the noise vector is a zero-mean Gaussian process, [mathematical expression not reproducible] is the positive definite process noise covariance matrix.
[P.sup.a[k].sub.t-1] is an augmented covariance matrix which contains robot covariance, control noise, and observation noise, and its dimension is 7 x 7.
"We know that mangrove forests are extremely 'good' at storing carbon," said PhD student Saverio Perri, who designed and coordinated the eddy covariance tower deployment at the Abu Dhabi Mangrove National Park.
The fixed curve was modeled by second and third order polynomial regressions using 12 matrix structures of the random variance and covariance matrix (G), maintaining the residual effects matrix (R) always equal to the VC.
The key problem in nonlinear Kalman filter is to calculate the intractable nonlinear Gaussian weighted integral as [mathematical expression not reproducible], where x [member of] [R.sup.n], g(x) represents the arbitrary nonlinear function, and N(x; [??], [P.sub.x]) denotes the Gaussian distribution with mean x and covariance [P.sub.x].
The PCA loading matrix P can be obtained by eigenvalue decomposition on the covariance matrix [[SIGMA].sub.X].

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