Estimation of the covariance of two data sets
The function \(covari\) estimates the covariance of two records from the total amount of data. For a sample use \(SCovari\)
The covariance in stochastics is a related measure of a monotone relationship of two random variables with common probability distribution. The value of this parameter tends to indicate that whether high values of a random variable are associated with high or low values of the other random variables. Covariance is a measure of the relationship between two random variables.
It is necessary to distinguish between the covariance of the full population and the sample covariance, which not only serves as the descriptor of the sample, but also as an estimate of the distribution parameter (see SCovari).
Covari (a, b)
a=[4,6,9,7,9,2,4,6,3]
b=[3,4,6,4,8,1,7,5,4]
Covari(a,b)= 3.19
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