Covariance (disambiguation)
Encyclopedia
Covariance may refer to:
  • Covariance
    Covariance
    In probability theory and statistics, covariance is a measure of how much two variables change together. Variance is a special case of the covariance when the two variables are identical.- Definition :...

    , a measure of how much two variables change together
  • Covariance matrix
    Covariance matrix
    In probability theory and statistics, a covariance matrix is a matrix whose element in the i, j position is the covariance between the i th and j th elements of a random vector...

    , a matrix of covariances between a number of variables
  • Cross-covariance, the covariance between two vectors of variables
  • Autocovariance
    Autocovariance
    In statistics, given a real stochastic process X, the autocovariance is the covariance of the variable with itself, i.e. the variance of the variable against a time-shifted version of itself...

    , the covariance of a signal with a time-shifted version of itself
  • Covariance function
    Covariance function
    In probability theory and statistics, covariance is a measure of how much two variables change together and the covariance function describes the variance of a random variable process or field...

    , a function giving the covariance of a random field with itself at two locations
  • Covariant transformation
    Covariant transformation
    In physics, a covariant transformation is a rule , that describes how certain physical entities change under a change of coordinate system....

    , a rule that describes how certain physical entities change under a change of coordinate system
  • Covariance and contravariance of vectors, properties of how vector coordinates change under a change of basis
  • Covariance and contravariance of functors, properties of functors
  • Covariance and contravariance (computer science)
    Covariance and contravariance (computer science)
    Within the type system of a programming language, covariance and contravariance refers to the ordering of types from narrower to wider and their interchangeability or equivalence in certain situations ....

    , a system of class relations in computer science
  • General covariance
    General covariance
    In theoretical physics, general covariance is the invariance of the form of physical laws under arbitrary differentiable coordinate transformations...

    , the invariance of the form of physical laws under arbitrary differential coordinate transformations
  • Lorentz covariance
    Lorentz covariance
    In standard physics, Lorentz symmetry is "the feature of nature that says experimental results are independent of the orientation or the boost velocity of the laboratory through space"...

    , a property of space-time that follows from the special theory of relativity
  • Poincaré covariance, related to Lorentz covariance
  • Eddy covariance
    Eddy covariance
    The eddy covariance technique is a key atmospheric flux measurement technique to measure and calculate vertical turbulent fluxes within atmospheric boundary layers...

    , an atmospheric flux measurement technique

See also

  • Covariance and correlation
    Covariance and correlation
    In probability theory and statistics, the mathematical descriptions of covariance and correlation are very similar. Both describe the degree of similarity between two random variables or sets of random variables....

  • Covariance and contravariance (disambiguation)
The source of this article is wikipedia, the free encyclopedia.  The text of this article is licensed under the GFDL.
 
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