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covariance

Noun

Meaning

(statistics) the mean value of the product of the deviations of two variates from their respective means

Source: WordNet

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Conversely, every positive semi-definite matrix is the covariance matrix of some multivariate distribution. Source: Internet

A necessary (but, in general, not sufficient ) condition for statistical independence of two variables is that they be statistically uncorrelated ; that is, their covariance is zero. Source: Internet

Three-dimensional sonic anemometers are widely used to measure gas emissions and ecosystem fluxes using the eddy covariance method when used with fast-response infrared gas analyzers or laser -based analyzers. Source: Internet

ISBN 0-12-564911-8 This particular aspect of the structure means that it is relatively simple to derive relations for the mean and covariance properties of the time series. Source: Internet

The covariance matrix is related to the moment of inertia tensor for multivariate distributions. Source: Internet

The hidden Markov model will tend to have in each state a statistical distribution that is a mixture of diagonal covariance Gaussians, which will give a likelihood for each observed vector. Source: Internet

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