Covariance


Covariance of random variables

Covariance is a statistical measure of the degree to which two or more random variables tend to vary together.

Script operation

This tool operates in much the same way as most of the others with no specific departures from the usual methods needed.

Click here for information about general script usage.

Note that column data titles may be included in the input range so that they are then reproduced in the spreadheet output. Typical data input and output are shown below:

 Raw data:      	      Spreadsheet output:

 Trial A  Trial B  Trial C    Covariance: Ungrouped Data
       2	5       40
       3	4       30             Trial_A  Trial_B  Trial_C
       6       12      110    Trial_A      2.5      4.5       45
       5	8       70    Trial_B      4.5   9.6875   96.875
			      Trial_C       45   96.875   968.75

Interpretation



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