Covariance

Computes the covariance between two data samples $X$ and $Y$ .

$c o v (X, Y) = E [(X - E [X]) (Y - E [Y])] = E [X Y] - E [X] E [Y]$

Syntax

covariance(Statistics_data, Statistics_data)

Given two data samples $X$ and $Y$ , computes the covariance $c o v (X, Y)$ .

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