114 Statistics
Covariance
Covariance is a measure of the interdependence between paired variables (x and y). Like
standard deviation, covariance may be defined for either a sample (S
xy
) or a population
(S'
xy
) as follows:
S
xy
= r · s
x
· s
y
S'
xy
= r · s'
x
· s'
y
The following procedure finds the covariance of a sample (S
xy
) and of a population (S'
xy
):
1.
Press
fCLEARH.
2.
Key in the y-values and press
\(³).
3.
Key in the x-values and press
_.
4. Repeat steps 2 and 3 for all data pairs.
RPN Mode:
5.
Press
gv§\gRd§ to obtain the value of S
xy
.
6.
Press
:1 1-:1z§ to obtain S'
xy
.
ALG Mode:
5.
Press
gv1gRd§~§~³ to obtain the value of S
xy
.
6.
Press
1-:1y§~³ to obtain S'
xy
.
Example 1:
Find the sample covariance (S
xy
) and population covariance (S'
xy
) for the
following paired variables:
x
i
26 30 44 50 62 68 74
y
i
92 85 78 81 54 51 40
12c platinum / 12C
RPN Keystrokes
12c platinum
ALG Keystrokes
Display Comments
fCLEARH fCLEARH
92\26_ 92³26_
85\30_ 85³30_
78\44_ 78³44_
81\50_ 81³50_
54\62_ 54³62_
51\68_ 51³68_
40\74_ 40³74_
7.00
Total number of entries.
gv§\
gv1
gR
gRd§
d§ ~§~³
-354.14
S
xy
:1 1-:1 1-:1y
z§ §~³
-303.55
S'
xy