Covariance Calculator
Covariance calculator
Measure joint variability between X and Y datasets using sample or population covariance.
Result
1.5
Sample covariance for n = 5 paired values.
stats
Advanced options
Flow
- Paste x,y pairs one row per line.
- Choose sample or population mode.
- Read covariance sign and magnitude.
Example
Worked example: paired values 1,2 2,4 3,5 4,4 5,5
- 1 Compute means of x and y.
- 2 Multiply centered deviations pairwise and sum.
- 3 Divide by n-1 for sample covariance.
Sample covariance is positive, indicating co-movement.
How
- Paste x,y pairs one row per line.
- Choose sample or population mode.
- Read covariance sign and magnitude.
Avoid
- Using unpaired lists where row correspondence is broken.
- Interpreting covariance magnitude without considering variable scales.
Checks
Best fit
Covariance Calculator is built for calculate sample or population covariance for paired datasets. If Covariance Calculator does not match the input scope, compare the answer with a second method.
Input check
Match the entered values to this rule before copying the answer: Cov(X,Y) = Σ((xi-x̄)(yi-ȳ)) / (n or n-1).
Sanity check
For Covariance Calculator, use the worked example as a quick benchmark: Sample covariance is positive, indicating co-movement. If the covariance calculator answer is far away, check whether an input, unit, or mode changed.
Before copying
Review this common issue first: using unpaired lists where row correspondence is broken.
FAQ
What does negative covariance mean?
Variables tend to move in opposite directions.
Why both sample and population modes?
Sample mode applies Bessel correction for finite sample estimation.
Is covariance scale-free?
No. Correlation is scale-free; covariance is not.
Switch
Switch12
No match.