cov(X,Y) = Σ(xᵢ − x̄)(yᵢ − ȳ) / (n − 1)Variables
- xᵢ, yᵢ
- paired observations
- x̄, ȳ
- sample means
- n
- sample size
Reference details
- Subject
- Statistics
- Topic
- association
- Plain text
cov(X,Y)=sum(x_i-x-bar)(y_i-y-bar)/(n-1)
Statistics · association
Sample Covariance Formula
Measures joint sample variation of two variables.