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Covariance Calculator - Online Calculator - Tutorpace

# Covariance Calculator

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The calculator tool used for finding the covariance of the given data is called as the Covariance calculator. Covariance of a given data is the measurement of change between two changing variables. To calculate the covariance of a given sample of ‘n’ changing x, y variables, Mean of x and Mean of y need to be calculated.

Example 1: Find the covariance of the given x and y values.

(x, y) = (1, 2) (3, 4) (5, 6) (7, 8) (9, 10)?

For the given sample of x, y the covariance can be calculated by the formula.

Cov(x, y) = 1/n -1 Σin (xi - x?) (yi - y)

n = 5

Mean of x (x?) = (1 + 3+ 5+ 7+ 9)/ 5 = 5

Mean of y, (y) = (2 + 4+ 6+ 8+ 10)/ 5 = 6

Using the covariance formula the covariance for the given data

Example 2: Find the covariance of the given x and y values.

(x, y) = (4, 3) (5, 4) (8, 6) (10, 7) (12, 15)?

For the given sample of x, y the covariance can be calculated by the formula.

Cov(x, y) = 1/n -1 Σin (xi - x?) (yi - y)

n = 5

Mean of x (x?) = (4 + 5 +8+ 10+ 12)/ 5 = 7.8

Mean of y, (y) = (3+ 4 +6 +7 +15)/ 5 = 7.0

Using the covariance formula the covariance for the given data = 11.4.