共きょう分ぶん散さん行ぎょう列れつ

noun

covariance matrix

Technical term in mathematics and statistics; refers to a square matrix giving the covariance between each pair of elements of a random vector.

• 多た変へん量りょう解かい析せきでは、共きょう分ぶん散さん行ぎょう列れつが重じゅう要ような役やく割わりを果はたす。

  In multivariate analysis, the covariance matrix plays an important role.