Covariance
Covariance: use x observations, y observations, estimator. Review the formula, worked example and calculation steps.
Inputs
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Formula & explanation
Cov = Σ[(x−x̄)(y−ȳ)] / (n−1 for sample; n for population)
Variables & units
- X observations
- comma separated
- Y observations
- comma separated
- Estimator
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Worked example
Sample covariance of [1,2,3] and [2,4,6] is 2.
Assumptions
Covariance has combined units; its magnitude is not a normalized association measure.
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Practice with an example
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