Covariance

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PAS

Cegep/2

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47 words

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1 minute

Measure of joint variability of two variables

Sample covariance:

$$Cov(X,Y)=\frac{1}{n-1}\sum _{i=1}^n(x_i-\bar{x})(y_i-\bar{y})$$

Population covariance:

$$Cov(X,Y)=\frac{1}{N}\sum _{i=1}^N(x_i-{\mu }_X)(y_i-{\mu }_Y)$$

Contributors

Ajitani Hifumi

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