product variance

Noun

 * 1)  Covariance.
 * 2) * 1934, A. C. Aitken, "Note on Selection from a Multivariate Normal Population", Proceedings of the Edinburgh Mathematical Society 4, page 106:
 * From a population characterised by variables $$x,\ y,\ z$$, correlated and normally distributed, with means $$0,\ 0,\ 0$$, variances $$\sigma_1^2,\ \sigma_2^2,\ \sigma_3^2$$ and product variances $$r_{12}\sigma_1\sigma_2,\ r_{13}\sigma_1\sigma_3,\ r_{23}\sigma_2\sigma_3$$, a sub-population is extracted.