Sample Statistics

The Sample Covariance

The Problem

The sample covariance is an non-standardized measure of the relationship between two numeric variables. It is used to summarize the bivariate relationship. To illustrate the calculations, let us use the following example.

A professor would like to investigate the relationship between student score on the midterm and the final exam. To do this, the professor collected the exam scores from n = 5 students. Using the data below, what is that covariance?

Here is the data. Note that there are two measurements on each unit (student). We are interested in the relationship between those two measurements.

Table of the bivariate data generated

Calculate the covariance of this sample.

Your Answer

In the box below, please enter the sample covariance of the data given above, then click on the “Check your answer!” button. Please round your answer to the ten-thousandths place.


Show Formula

Show Solution

Show the R Code

Show the Excel Code

© Ole J. Forsberg, Ph.D. 2018. All rights reserved.   .