Covariance

Population

(1)\begin{align} {\sigma}_{XY}=Cov(X,Y)=E[(X- \bar{X})(Y-\bar{Y})] \end{align}

(2)
\begin{equation} Cov(X,X)=Var(X) \end{equation}

Sample

(3)\begin{align} {S}_{xy}=\frac{\sum_{i=1}^{n}[({x}_{i}-\bar{x})({y}_{i}-\bar{y})]}{n-1} \end{align}

page revision: 3, last edited: 27 Aug 2009 23:38