MATH
Sample Covariance Calculator
Measure paired co-variation with the sample n−1 denominator.
Your result
MATHEnter your values and select calculate.
On this page How it works & practical examples
How to use the Sample Covariance Calculator
Enter matched observations. Covariance keeps the product of the two measurement units, unlike a dimensionless correlation coefficient.
The calculation
Sample covariance = Σ[(x−x̄)(y−ȳ)]/(n−1)
Worked example
Pairs (1,2),(2,4),(3,6) have sample covariance 2.
Assumptions and limits
At least two pairs are required. The magnitude depends on units and scaling, so it is not a standardized measure of association strength.
Common questions
Which inputs should I use?
Enter matched observations. Covariance keeps the product of the two measurement units, unlike a dimensionless correlation coefficient.
What does the result exclude?
At least two pairs are required. The magnitude depends on units and scaling, so it is not a standardized measure of association strength.