Category:Definitions/Sample Covariance

This category contains definitions related to Sample Covariance.
Related results can be found in Category:Sample Covariance.

Let $S$ be a sample of $n$ paired observations $\tuple {x_i, y_i}$ for $i \in \set {1, 2, \ldots, n}$.

The sample covariance of $S$ is:

$c_{x y} = \ds \sum_{i \mathop = 1}^n \dfrac 1 n \paren {x_i - \hat x} \paren {y_i - \hat y}$

where $\hat x$ and $\hat y$ are the means of $\set {x_i: i \in \set {1, 2, \ldots, n} }$ and $\set {y_i: i \in \set {1, 2, \ldots, n} }$ respectively.