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