Covariance Calculator
Covariance Calculator
Comma-, space-, or newline-separated numbers. Pairs are matched positionally.
| Statistic | Value |
|---|---|
| Pairs (n) | 5 |
| Mean X | 3.0000 |
| Mean Y | 4.2000 |
| Population Covariance | 1.6000 |
| Sample Covariance | 2.0000 |
| Variance of X (σ²ₓ) | 2.0000 |
| Variance of Y (σ²ᵧ) | 1.7600 |
| Pearson Correlation (r) | 0.8528 |
Scatter Plot of Data Pairs
About the Covariance Calculator
Covariance measures the joint variability of two variables. For paired data, it is the average of the products of the deviations from each variable's mean — positive when they move together, negative when they move apart.
Why Normalize?
Covariance is unit-dependent, so a large value does not necessarily mean a strong relationship. Dividing by the product of the standard deviations yields the Pearson correlation coefficient, which always falls between −1 and +1.
Frequently Asked Questions
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