Covariance

/koʊˈvɛəriəns/

सहप्रसरण

Origin & History

From co- (“together”) + variance, modeled in scientific/statistical usage from Latin co- and English variance (from Latin variāre “to change”).

co- (“साथ/एक साथ”) + variance (“विचरण”) से बना शब्द; वैज्ञानिक/सांख्यिकी प्रयोग में लैटिन co- और अंग्रेज़ी variance (जो लैटिन variāre “बदलना” से) के आधार पर विकसित।

Definition

Covariance measures the direction of a linear relationship between two variables: positive covariance means they tend to increase together, negative covariance means one increases as the other decreases, and near-zero covariance suggests little to no linear co-movement.

सहप्रसरण (Covariance) दो चरों के बीच रैखिक संबंध की दिशा बताता है: धनात्मक सहप्रसरण का अर्थ है दोनों प्रायः साथ-साथ बढ़ते हैं, ऋणात्मक सहप्रसरण का अर्थ है एक बढ़े तो दूसरा घटे, और शून्य के आस-पास का सहप्रसरण बहुत कम या कोई रैखिक सह-परिवर्तन नहीं दर्शाता।

Parts of Speech

Noun:
The covariance between stock A and stock B is positive, so they often move in the same direction.
स्टॉक A और स्टॉक B के बीच सहप्रसरण धनात्मक है, इसलिए वे अक्सर एक ही दिशा में चलते हैं।

Usage Examples

A negative covariance indicates that when one variable rises, the other tends to fall.
In portfolio theory, covariance helps quantify how assets move together and affects overall risk.
If the covariance is close to zero, the variables show little linear co-movement.
The sample covariance is computed from observed data and depends on the units of measurement.

Synonyms

Joint variability Co-variation Measure of joint variation

Antonyms

Independence Uncorrelatedness

Related Forms

Verb
Covary / Covarying / Covaried
Adjective

Idioms & Phrases

Covariance matrix
सहप्रसरण मैट्रिक्स
Covariance structure
सहप्रसरण संरचना
Positive covariance
धनात्मक सहप्रसरण
Negative covariance
ऋणात्मक सहप्रसरण