释义 |
covariance|kəʊˈvɛərɪəns| [In sense 1 f. covariant; in sense 2 f. co- 3 a + variance.] 1. Math. The property of being covariant; the property of a function of retaining its form when the variables are linearly transformed.
1878[see invariance]. 1922E. P. Adams tr. Einstein's Meaning of Relativity i. 22 We shall also test for co-variance the equations which express the dependence of the stress components of the matter. 1952C. Møller Theory of Relativity ix. 265 In the special theory of relativity, the covariance of the laws of nature under Lorentz transformations could be very elegantly expressed by means of the four-dimensional tensor calculus. 1966McGraw-Hill Encycl. Sci. & Technol. XI. 436/2 Most physicists agree that any future developments or modifications of Einstein's theory [of relativity] will have to satisfy the principle of covariance. 2. Statistics. The mean value for a population of the product of the deviations of two or more variates from their respective means; it is equal to the correlation coefficient of the variates multiplied by the standard deviation of each variate; analysis of covariance or covariance analysis: an extension of the analysis of variance to investigate and adjust for the dependence of the variate on one or more concomitant observations.
1931A. L. Bailey in Jrnl. Amer. Statist. Assoc. XXVI. 424 (heading) The analysis of covariance. Ibid., The term covariance is used here to designate the first product moment: S(x-Mx) (y-My)/N. 1939[see covariation]. 1969B. E. Cooper Statistics for Experimentalists iv. 44 The covariance between two variables, is a measure of the joint variation between the two variables. |