Sample covariance
Measure joint variation in two paired lists.
How this works
Sum (x−x̄)(y−ȳ) over matched pairs and divide by n−1. Units are the product of the original units.
Example
Using the example inputs, sample covariance is 2.
- X values
- 1, 2, 3
- Y values
- 2, 4, 6
- Sample covariance
- 2
Scope and assumptions
Uses your inputs only; results are rounded for display.
NIST statistical methods handbook