Covariance Calculator

Calculate covariance and correlation coefficient between two variables

X Values (comma-separated):

Y Values (comma-separated):

Population Data (unchecked for Sample Data)

Covariance measures how two variables change together. Positive covariance indicates variables move in the same direction.

Population Covariance: Cov(X,Y) = Σ((xᵢ - μₓ)(yᵢ - μᵧ)) / N

Sample Covariance: Cov(X,Y) = Σ((xᵢ - x̄)(yᵢ - ȳ)) / (n-1)

Correlation: r = Cov(X,Y) / (σₓ × σᵧ) (ranges from -1 to 1)