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=1N⁡xi−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
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