covariance

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covariance teriminin İngilizce Türkçe sözlükte anlamı

kovaryans

ortakdeğişke

eşdeğişirlik

Ortak değişke

(Askeri) ORTAK DEĞİŞİKLİK

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İlgili Terimler

covariance matrix

ortak degisinti matrisi

İngilizce - İngilizce

covariance teriminin İngilizce İngilizce sözlükte anlamı

A statistical measure defined as \scriptstyle\operatorname{Cov}(X, Y) = \operatorname{E}((X - \mu) (Y - \nu)) given two real-valued random variables X and Y, with expected values \scriptstyle E(X)\,=\,\mu and \scriptstyle E(Y)\,=\,\nu

A statistical measure used in computing the correlation coefficient between two variables; the covariance is the mean of (x- x(bar))(y-y(bar)) over all pairs of values for the variables x and y, where x(bar) is the mean of the x values and y(bar) is the mean of the y values A statistical value measuring the simultaneous deviations of x and y variables from their means

A measure of the degree to which two variables move together A positive value means that on average, they move in the same direction

Correlation between two securities multiplied by the standard deviation for each

A statistic representing the degree to which two variables vary together

The sample covariance is a measure of the relationship between the forecasts and observations and is defined as the average of the products of the deviations of each forecast/observation pair from their respective mean

A numerical measure of linear association between two variables Positive values indicate a positive relationship; negative values indicate a negative relationship

Assesses the degree to which two variables co-vary or vary together If the two variables are independent then the covariance will equal zero It is computed as the mean of the products of the mean deviations for each variable

A statistical measure of the correlation between two variables In geostatistics, covariance is usually treated as the simple inverse of the variogram, computed as the overall sample variance minus the variogram value These covariance values, rather than variogram values, are actually used in the Geo-EAS kriging matrix equations for greater computational efficiency

Multiplies the deviation of each variable from its mean, adds those products and then divides by the number of observations

A measure of how closely two variables of a scatter plot are linearly related A closely related and more easily interpreted concept is correlation

A statistical measure defined as scriptstyleoperatorname{Cov}(X, Y) = operatorname{E}((X - mu) (Y - nu)) given two real-valued random variables X and Y, with expected values scriptstyle E(X),=,mu and scriptstyle E(Y),=,nu

An absolute measure of the extent to which two variables tend to move together

Covariance measures the degree to which two variables move together over time relative to their individual mean returns It is calculated by multiplying the correlation between two variables by the standard deviation for each of the variables = ρ (σx) (σy)

A measure of the joint variability of a pair of numeric variables It is based upon the sum of crossproducts of the values of the variables

{i} (Statistics) measure of the variance of two variables to change in the same mean time period

a measure that relates the variances (range or spread) of two sets of values Covariance measures the tendencies of data file values for the same pixel, but in different bands, to vary with each other in relation to the means of their respective bands It is defined as the average product of the differences between the data file values in each band and the mean of each band

The extent to which two variables tend to vary together in value across subjects

A measure of the joint variability of a pair of numeric variables It is based upon the sum of crossproducts of the values other variables

statistical measure of the variance of two random variables measured in the same mean time period

average value of the product of deviations of matched pairs of values (of vertical and horizontal wind speeds, for example) from their respective mean values

A statistic used to calculate the correlation coefficient between two variables The covariance is calculated by taking the sum of (x - /x)(y - /x) over all pairs of values for the variables x and y, where /x is the mean of the x values and /y is the mean of all y values

A measure of the extent to which two (or more) asset prices vary together from their average values

A measure of the degree to which returns on two assets move in tandem A positive covariance means that asset returns move together; a negative covariance means they vary inversely

The covariance is similar to the correlation coefficient in that it measures the relationship between a pair of variables However, unlike the correaltion coefficient it is understandardised in a correlation coefficient the covariance is divided by the standard deviations of x and y

is basically a number that represents the degree to which two different variables change together (6 0K)

(Ticaret) The tendency of two elements (variables) to exhibit similar variances, while not necessarily establishing a cause and effect relationship

İlgili Terimler

covariances

plural of covariance

Heceleme

co·va·ri·ance