Covariance Calculator





Result:

The Covariance Calculator based on the number of input values of the data sets to calculate the values of X mean, Y mean and Covariance (X,Y).

Data set x is {5,20,40,80,100}, data set y is {10,24,33,54,10}, then

Sum(X) =5 + 20 + 40 + 80 + 100 = 245
XMean = 49
Sum(Y) =10 + 24 + 33 + 54 + 10 = 131
YMean = 26.2
Covariance(X,Y) = SUM(xi - xmean)*(yi - ymean)/(samplesize -1)
= (5-49)*(10-26.2)+(20-49)*(24-26.2)+(40-49)*(33-26.2)+(80-49)*(54-26.2)+(100-49)*(10-26.2))/4
= 187.75.

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covariance matrix calculation, covariance calculation from variance
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