Calculate covariance
Population covariance between two paired data sets.
Also known as: calculate covariance calculator, covariance calculator, calculate covariance, statistics math, statistics calculate covariance
Inputs
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Population covariance
4.5000
Positive (move together)
- Mean X5.0000
- Mean Y3.5000
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What this result means
Population covariance between two paired data sets. Cov(X,Y) = Σ(x_i − x̄)(y_i − ȳ) / N.
Assumptions
- Rule dependency: Universal formula.
How is it calculated?
Cov(X,Y) = Σ(x_i − x̄)(y_i − ȳ) / N.
Example
Positive covariance means X and Y tend to rise together.
Frequently asked questions
Units?+
Covariance units are X-units × Y-units — use correlation for scale-free measure.