variance vs covariance

covariance vs variance

variance and covariance both are nouns.

Word	Noun	Adjective	Verb	Adverb
variance	Yes	No	No	No
covariance	Yes	No	No	No

As nouns, covariance is a hyponym of variance; that is, covariance is a word with a more specific, narrower meaning than variance:

variance: the second moment around the mean; the expected value of the square of the deviations of a random variable from its mean value
covariance: (statistics) the mean value of the product of the deviations of two variates from their respective means

Other hyponyms of variance include standard deviation.

variance (noun)	covariance (noun)
an activity that varies from a norm or standard	(statistics) the mean value of the product of the deviations of two variates from their respective means
an official dispensation to act contrary to a rule or regulation (typically a building regulation)
a difference between conflicting facts or claims or opinions
the quality of being subject to variation
the second moment around the mean; the expected value of the square of the deviations of a random variable from its mean value
discord that splits a group
an event that departs from expectations

Difference between variance and covariance

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