Covariance Calculator
Calculate the sample and population covariance of three (x, y) pairs. Measures how two variables change together.
How to Use the Covariance Calculator
- Enter three pairs of (x, y) data values.
- Click Calculate to see the covariance.
- Both sample and population covariance are shown.
Riferimento Rapido
| Da | A |
|---|---|
| (1,2),(2,4),(3,6) | Cov = 2 |
| (1,6),(2,4),(3,2) | Cov = −2 |
| (1,1),(2,2),(3,3) | Cov = 1 |
| Positive cov | Move together |
| Negative cov | Move oppositely |
Casi d'Uso
- •Measuring the relationship between two stocks in a portfolio.
- •Analyzing how study hours relate to exam scores.
- •Determining co-movement of economic indicators.
Formula
Sample Cov(X,Y) = Σ(xᵢ − x̄)(yᵢ − ȳ) / (n−1). Population Cov = same sum / n.
Domande Frequenti
What is covariance?
A measure of how much two variables change together. Positive = same direction, negative = opposite.
What does zero covariance mean?
The variables have no linear relationship, though they may have a non-linear one.
How does covariance relate to correlation?
Correlation = Covariance / (σₓ × σᵧ). Correlation is the normalized form of covariance.