Covariance Calculator

Online calculator for calculating the covariance of two data series

Covariance Calculator

Covariance

Covariance is a non-standardized measure of linear relationship between two statistical variables. It indicates whether and how strongly two variables vary together.

Enter Data
Two data series separated by spaces or semicolons
Covariance Results
Population:
Sample:
Covariance Properties

Interpretation: Positive covariance = same-direction relationship, negative = opposite direction, near 0 = no linear relationship

Linear Relationship Non-standardized Correlation Basis

Covariance Concept

Covariance measures how two variables vary together.
Positive values: same-direction changes.

0 X Y cov(X,Y) > 0 Positive Covariance

Data Points - - - Trend

What is Covariance?

Covariance is a fundamental measure in statistics to describe the relationship between two variables:

  • Definition: Measure of the joint variability of two random variables
  • Positive covariance: Both variables increase or decrease together
  • Negative covariance: One variable increases while the other decreases
  • Covariance ≈ 0: No linear relationship between the variables
  • Unit: Product of the units of both variables
  • Standardization: Correlation coefficient = covariance / (σₓ · σᵧ)

Calculating Covariance

The calculation is performed in several steps:

Steps
  • 1. Calculate mean x̄ of the first variable
  • 2. Calculate mean ȳ of the second variable
  • 3. Calculate products of deviations (xᵢ - x̄)(yᵢ - ȳ)
  • 4. Sum and divide by n (population) or n-1 (sample)
Interpretation
  • cov > 0: Positive relationship (same direction)
  • cov < 0: Negative relationship (opposite direction)
  • cov ≈ 0: No linear relationship
  • Magnitude: Depends on units, not directly comparable

Applications of Covariance

Covariance is applied in many fields:

Statistical Analysis
  • Correlation analysis (basis for correlation coefficient)
  • Regression analysis (calculation of regression coefficients)
  • Principal component analysis (PCA)
  • Factor analysis
Practical Applications
  • Finance: Portfolio optimization and risk management
  • Economics: Relationship between economic variables
  • Natural sciences: Relationship between measurement quantities
  • Social sciences: Correlation between social factors

Covariance Formulas

Covariance (Sample)
\[cov(x,y)=\frac{1}{n-1} \sum_{i=1}^{n} (x_i-\overline{x})(y_i-\overline{y})\]

Empirical covariance for samples with Bessel's correction (n-1)

Covariance (Population)
\[cov(x,y)=\frac{1}{n} \sum_{i=1}^{n} (x_i-\overline{x})(y_i-\overline{y})\]

Covariance for the entire population (without correction)

Alternative Formula
\[cov(x,y)=\frac{1}{n}\sum_{i=1}^{n}x_i y_i - \overline{x}\cdot\overline{y}\]

Simplified calculation formula for population

Correlation Coefficient
\[r = \frac{cov(x,y)}{\sigma_x \cdot \sigma_y}\]

Standardized covariance (values between -1 and +1)

Symbol Explanations
\(cov(x,y)\) Covariance between x and y
\(n\) Number of data pairs
\(x_i, y_i\) Individual data values
\(\overline{x}, \overline{y}\) Means
\(\sigma_x, \sigma_y\) Standard deviations
\(r\) Correlation coefficient

Example Calculation for Covariance

Given: Carpenters and Chairs
Carpenters X = {3, 5, 7} Chairs Y = {10, 16, 22}

Calculate: Covariance between number of carpenters and chairs produced

1. Calculate Means
\[\overline{x} = \frac{3+5+7}{3} = \frac{15}{3} = \color{blue}{5}\] \[\overline{y} = \frac{10+16+22}{3} = \frac{48}{3} = \color{blue}{16}\]

Arithmetic mean for both variables

2. Calculate Deviations
\[(x_1-\overline{x}) = 3-5 = -2\] \[(x_2-\overline{x}) = 5-5 = 0\] \[(x_3-\overline{x}) = 7-5 = 2\]

Deviations from mean for both variables

3. Products of Deviations
\[(3-5)(10-16) = (-2)(-6) = 12\] \[(5-5)(16-16) = (0)(0) = 0\] \[(7-5)(22-16) = (2)(6) = 12\]

Products of corresponding deviations

4. Covariance (Population)
\[cov(x,y) = \frac{12+0+12}{3}\] \[cov(x,y) = \frac{24}{3} = \color{blue}{8}\]

Sum divided by n (population)

5. Complete Result and Interpretation
Population: cov(x,y) = 8
Sample: cov(x,y) = 12

Interpretation: The positive covariance of 8 shows a same-direction relationship: The more carpenters work, the more chairs are produced.

Note on Sample:

For a sample, we divide by (n-1) instead of n: 24/2 = 12
This is Bessel's correction for unbiased estimation.

Mathematical Foundations of Covariance

Covariance is a fundamental concept in multivariate statistics, forming the foundation for many advanced statistical procedures.

Properties of Covariance

Covariance possesses important mathematical properties:

  • Symmetry: cov(X,Y) = cov(Y,X)
  • Bilinearity: cov(aX+b, cY+d) = ac·cov(X,Y)
  • Variance: cov(X,X) = Var(X) - covariance of a variable with itself is its variance
  • Independence: If X and Y are independent, then cov(X,Y) = 0 (converse does not hold!)
  • Additivity: cov(X+Y, Z) = cov(X,Z) + cov(Y,Z)

Interpretation and Meaning

Interpreting covariance requires caution:

Sign

The sign of covariance indicates the direction of relationship: positive = same-direction, negative = opposite direction. The sign is interpretable.

Magnitude

The magnitude of covariance depends on the units of the variables. Therefore, absolute values are not directly comparable between different variable pairs.

Zero Covariance

A covariance of zero indicates no linear relationship. However, a non-linear relationship may still exist!

Standardization

For comparable values, use the correlation coefficient, which divides covariance by the product of standard deviations: r = cov/(σₓ·σᵧ).

Covariance Matrix

For multiple variables, covariances are organized in a matrix:

Definition

The covariance matrix is a symmetric matrix where element (i,j) contains the covariance between variable i and j. The diagonal contains variances.

Applications

Covariance matrices are central in principal component analysis (PCA), multivariate normal distribution, and portfolio theory.

Practical Applications

Finance
  • Portfolio theory: Diversification through negative covariances
  • Risk measurement: Covariance between asset returns
  • CAPM: Covariance between asset and market
  • Hedging: Hedging with negatively correlated positions
Sciences
  • Physics: Relationship between measurement quantities
  • Biology: Correlation between traits
  • Psychology: Relationship between variables
  • Social sciences: Relationships between factors

Relationship to Other Concepts

Covariance is closely related to other statistical concepts:

  • Correlation: r = cov(X,Y)/(σₓ·σᵧ) - standardized covariance between -1 and +1
  • Regression: Slope β = cov(X,Y)/Var(X) in simple linear regression
  • Variance of sum: Var(X+Y) = Var(X) + Var(Y) + 2·cov(X,Y)
  • Chi-square test: Independence testing is based on covariance concepts
Summary

Covariance is a fundamental measure of linear relationship between two variables. While its sign is clearly interpretable (direction of relationship), its magnitude depends on the units. For standardized statements, use the correlation coefficient. Covariance forms the foundation of many multivariate statistical procedures and is particularly important in finance and empirical research.

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