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Definition covariance

Etymology

co- +‎ variance

Noun

covariance (plural covariances)

1. (statistics) A statistical measure defined as ${\displaystyle \scriptstyle \operatorname {Cov} (X,Y)=\operatorname {E} ((X-\mu )(Y-\nu ))}$ given two real-valued random variables X and Y, with expected values ${\displaystyle \scriptstyle E(X)\,=\,\mu }$ and ${\displaystyle \scriptstyle E(Y)\,=\,\nu }$.
2. (object-oriented programming) The conversion of data types from wider to narrower in certain situations.