Covariance Calculator
Calculate Covariance
Formula
Cov(X,Y) = Σ(xᵢ - x̄)(yᵢ - ȳ) / N
Frequently Asked Questions
What is covariance?
Covariance measures the joint variability of two random variables. A positive covariance means they tend to increase together, a negative covariance means one increases as the other decreases, and zero means no linear relationship. Unlike correlation, covariance is not standardized and depends on the scale of the variables.
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