The difference between variogram and covariance
is that "variogram" is a function of the spatial dependence of variance; a graph of this function and "covariance" is a statistical measure defined as
Cov
=
E
)
{displaystyle scriptstyle operatorname {Cov} =operatorname {E} )}
given two realvalued random variables X and Y, with expected values
E
=
μ
{displaystyle scriptstyle E,=,mu }
and
E
=
ν
{displaystyle scriptstyle E,=,nu }.
variogram

covariance

Noun
 (statistics) A function of the spatial dependence of variance; a graph of this function
Related terms
 rodogram
 semivariogram
 variographic
 variography

Noun
 (statistics) A statistical measure defined as
Cov
(
X
,
Y
)
=
E
(
(
X
−
μ
)
(
Y
−
ν
)
)
{displaystyle scriptstyle operatorname {Cov} (X,Y)=operatorname {E} ((Xmu )(Ynu ))}
given two realvalued random variables X and Y, with expected values
E
(
X
)
=
μ
{displaystyle scriptstyle E(X),=,mu }
and
E
(
Y
)
=
ν
{displaystyle scriptstyle E(Y),=,nu }
.
 (objectoriented programming) The conversion of data types from wider to narrower in certain situations.
Examples
 The elements of such a correlation matrix do not have asymptotic variances and covariances of the form , even if S has a Wishart distribution.
 Consequently, it can be shown that a covariance of two binary variables measures the extent to which the observed joint distribution of these variables differs from their expected joint distribution under the assumption that they are statistically independent.
 The covariance of X and Y is the expected value of the product of two random variables, X − E and Y − E. […] If two random variables tend to act like opposites, one is high when the other is low and vice versa, then the covariance will be negative. If two random variables tend to be high and low at the same time, then the covariance will be positive. In fact, the covariance measures the extent of a linear relationship between the two random variables.
 Coordinate term: contravariance
 As we will see in Chapter 8, we see both covariance and contravariance throughout the Java Collections. They largely exist to ensure that the generics just “do the right thing" and behave in a manner that should not surprise the developer.
