Covariance Between Two Data Lists
stats[describe, covariance](data1, data2)
first statistical list
second statistical list
Important: The stats package has been deprecated. Use the superseding package Statistics instead.
The function covariance of the subpackage stats[describe, ...] computes the covariance between two statistical lists.
The two data lists must have the same number of observations, with the same weights for each corresponding elements.
Let x[i] be the observations of data1, y[i] be the observations of data2, xmean be the mean of data1, ymean be the mean of data2 and N be the common number of observations. Then the covariance is defined to be ∑i=1Nxi−xmean⁢yi−ymeanN.
If either of x[i] and y[i] is missing, then the corresponding term in the above sum is omitted.
The covariance is used in the computation of the linear correlation. Refer to describe[linearcorrelation] for more information.
Classes are assumed to be represented by the class mark, for example 10..12 has the value 11.
data1 ≔ Weight⁡3,10,4,Weight⁡11,3
data2 ≔ Weight⁡1,10,3,Weight⁡12,3
Download Help Document
What kind of issue would you like to report? (Optional)
Thank you for submitting feedback on this help document. Your feedback will be used
to improve Maple's help in the future.