The covariance matrix of
an m×n matrix
X = xij
is
an n×n matrix with (i, j)th entry
Statistics + Mean, Statistics + Variance, Statistics + Covariance
, Mean(s): 2.7, 3.3, Variance(s):
2.3333, 2.3333
,
Covariance matrix:![]()
, Mean(s): 4.3, 3.3, 2.1, Variance(s):
45.72, 61.843, 24.943
,
Covariance matrix:![]()
You can also apply Covariance to a matrix with column headings.
Statistics + Mean, Statistics + Variance, Statistics + Covariance
, Mean(s): 4.0, 2.5, 5.5, Variance(s):
6.6667, 1.6667, 1.6667
,
Covariance matrix:![]()
, Mean(s): .5a + .5u,.5b + .5v,
Variance(s):.5a - .5u
+
.5u - .5a
,
.5b - .5v
+
.5v - .5b
,
Covariance matrix:![]()
Note The final matrix was obtained by applying Simplify to the first covariance matrix produced. Notice that the first row was interpreted as labels and ignored in the computation.