Les logiciels d'analyse statistique

Covariance

Contenu

Titre (dcterms:title)

fr Covariance
en Covariance

Identifiant (dcterms:identifier)

definition (obo:IAO_0000115)

en <p>The covariance is a measurement data item about the strength of correlation between a set (2 or more) of random variables. The covariance is obtained by forming :</p>

<p><a href="https://www.codecogs.com/eqnedit.php?latex=cov(X,Y)=\sum_{i=1}^{N}\frac{(X_{i}-\overline{X})(Y_{i}-\overline{Y})}{N}" target="_blank"><img src="https://latex.codecogs.com/gif.latex?cov(X,Y)=\sum_{i=1}^{N}\frac{(X_{i}-\overline{X})(Y_{i}-\overline{Y})}{N}" title="cov(X,Y)=\sum_{i=1}^{N}\frac{(X_{i}-\overline{X})(Y_{i}-\overline{Y})}{N}" /></a><br />
where <a href="https://www.codecogs.com/eqnedit.php?latex=\overline{X}" target="_blank"><img src="https://latex.codecogs.com/gif.latex?\overline{X}" title="\overline{X}" /></a>&nbsp;,&nbsp;&nbsp;<a href="https://www.codecogs.com/eqnedit.php?latex=\overline{Y}" target="_blank"><img src="https://latex.codecogs.com/gif.latex?\overline{Y}" title="\overline{Y}" /></a>&nbsp; is the expected value (mean) of variable X and Y respectively. Covariance is symmetric so cov(X,Y)=cov(Y,X). The covariance is usefull when looking at the variance of the sum of the 2 random variables since : var(X+Y) = var(X) +var(Y) +2cov(X,Y). The covariance cov(x,y) is used to obtain the coefficient of correlation cor(x,y) by normalizing (dividing) cov(x,y) but the product of the standard deviations of x and y.</p>
fr <p>La covariance est une donn&eacute;e de mesure de la force de corr&eacute;lation entre un ensemble (2 ou plus) de variables al&eacute;atoires. La covariance est obtenue par la formule :</p>

<p><a href="https://www.codecogs.com/eqnedit.php?latex=cov(X,Y)=\sum_{i=1}^{N}\frac{(X_{i}-\overline{X})(Y_{i}-\overline{Y})}{N}" target="_blank"><img src="https://latex.codecogs.com/gif.latex?cov(X,Y)=\sum_{i=1}^{N}\frac{(X_{i}-\overline{X})(Y_{i}-\overline{Y})}{N}" title="cov(X,Y)=\sum_{i=1}^{N}\frac{(X_{i}-\overline{X})(Y_{i}-\overline{Y})}{N}" /></a><br />
o&ugrave;&nbsp;<a href="https://www.codecogs.com/eqnedit.php?latex=\overline{X}" target="_blank"><img src="https://latex.codecogs.com/gif.latex?\overline{X}" title="\overline{X}" /></a>&nbsp;,&nbsp;&nbsp;<a href="https://www.codecogs.com/eqnedit.php?latex=\overline{Y}" target="_blank"><img src="https://latex.codecogs.com/gif.latex?\overline{Y}" title="\overline{Y}" /></a>&nbsp;est la valeur attendue (moyenne) des variables X et Y respectivement.&nbsp;</p>

<p>covariance est sym&eacute;trique donc cov(X,Y)=cov(Y,X).</p>

<p>La covariance est utile lorsque l&#39;on regarde la variance de la somme des 2 variables al&eacute;atoires depuis :&nbsp;var(X+Y) = var(X) +var(Y) +2cov(X,Y).&nbsp;La covariance cov(x,y) est utilis&eacute;e pour obtenir le coefficient de corr&eacute;lation cor(x,y) en normalisant (divisant) cov(x,y) mais le produit des &eacute;carts types de x et y.</p>

term editor (obo:IAO_0000117)

en Alejandra Gonzalez-Beltran
en Philippe Rocca-Serra
en Orlaith Burke
fr Jean-Marc Meunier

definition source (obo:IAO_0000119)

<p>adapted from :&nbsp;<a href="http://mathworld.wolfram.com/Covariance.html" onclick="window.open(this.href, '', 'resizable=yes,status=no,location=no,toolbar=no,menubar=no,fullscreen=no,scrollbars=yes,dependent=no'); return false;">http://mathworld.wolfram.com/Covariance.html</a>&nbsp;and&nbsp;<a href="https://fr.wikipedia.org/wiki/Covariance" onclick="window.open(this.href, '', 'resizable=yes,status=no,location=no,toolbar=no,menubar=no,fullscreen=no,scrollbars=yes,dependent=no'); return false;">https://fr.wikipedia.org/wiki/Covariance</a></p>

STATO alternative term (obo:STATO_0000032)

en Covariance

R command (obo:STATO_0000041)

<p>cov(x, y = NULL, use = &quot;everything&quot;, method = c(&quot;pearson&quot;, &quot;kendall&quot;, &quot;spearman&quot;))</p>

<p>from :&nbsp;<a href="http://stat.ethz.ch/R-manual/R-patched/library/stats/html/cor.html" onclick="window.open(this.href, '', 'resizable=yes,status=no,location=no,toolbar=no,menubar=no,fullscreen=no,scrollbars=yes,dependent=no'); return false;">http://stat.ethz.ch/R-manual/R-patched/library/stats/html/cor.html</a></p>

ISI Glossary (ont:ISI_Glossary)

<p>Traductions :&nbsp;<a href="http://isi.cbs.nl/glossary/term787.htm" onclick="window.open(this.href, '', 'resizable=yes,status=no,location=no,toolbar=no,menubar=no,fullscreen=no,scrollbars=yes,dependent=no'); return false;">http://isi.cbs.nl/glossary/term787.htm</a></p>

type (rdf:type)

hierarchy level (md:hierarchyLevel)

fr 1
fr 2
fr 3
fr 4
fr 5
fr 6
fr 7
fr 8

Ressources liées

Filtre par propriété

has numerator
Titre Label alternatif Classe
Coefficient de corrélation Class
is about
Titre Label alternatif Classe
Structure de covariance Class
Descripteur statistique
Titre Label alternatif Classe
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has narrower
Titre Label alternatif Classe
Donnée de mesure Class

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