Statistics

Covariance Calculator

Find the covariance between two paired variables.

x₁

y₁

x₂

y₂

x₃

y₃

x₄

y₄

Calculated Output

Covariance (population) 2.375

Formula: cov = Σ(xᵢ−x̄)(yᵢ−ȳ) ÷ n

Step-by-Step Breakdown

1. Values used:

2. x₁ = 1

3. y₁ = 2

4. x₂ = 2

5. y₂ = 4

6. x₃ = 3

7. y₃ = 5

8. x₄ = 4

9. y₄ = 8

10.

11. Covariance (population) = 2.375

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The math behind it

cov = average of (x − mean x)(y − mean y). Positive = move together; negative = move oppositely.

The sample pairs → covariance 1.75.

Vs correlation?

Correlation is covariance scaled to −1…1, making it unit-free.