Covariance

Computes the covariance between two data samples X and Y.

cov(X,Y)=E][X-E[X]Y-E[Y]=E][XY-E[X]E[Y]

Syntax

covariance(Statistics_data, Statistics_data)

Description

Given two data samples XLaTeXX and YLaTeXY, computes the covariance cov(X,Y).

statistics.covariance1.calc.png