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Covariance

Computes the covariance between two data samples X and Y.

cov(X,Y)=EX-E[X]Y-E[Y]=EXY-E[X]E[Y]

Syntax

covariance(Statistics_data, Statistics_data)

Description

Given two data samples XX and YY, computes the covariance cov(X,Y).

statistics.covariance1.calc.png