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2. Covariance - Population Covariance, Sample Covariance example ( Enter your problem )
  1. Formula & Example-1 (Class-X & Y)
  2. Example-2 (Class-X & Y)
  3. Example-3 (X & Y)
  4. Example-4 (X & Y)
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  2. Covariance - Population Covariance, Sample Covariance

1. Formula & Example-1 (Class-X & Y)
(Previous example)
3. Example-3 (X & Y)
(Next example)

2. Example-2 (Class-X & Y)





2. Calculate Population cov(x,y), Sample cov(x,y) from the following data
Class-XY
20 - 25110
25 - 30170
30 - 3580
35 - 4045
40 - 4540
45 - 5035


Solution:
Mean `bar x = (sum x_i)/n`

`=(22.5+27.5+32.5+37.5+42.5+47.5)/6`

`=210/6`

`=35`

Mean `bar y = (sum y_i)/n`

`=(110+170+80+45+40+35)/6`

`=480/6`

`=80`

Class-XMid value `x``y``X=(x-35)/1``Y=(y-80)/5``X*Y`
20-2522.5110-12.56-75
25-3027.5170-7.518-135
30-3532.580-2.500
35-4037.5452.5-7-17.5
40-4542.5407.5-8-60
45-5047.53512.5-9-112.5
------------------
`210``480``sum X=0``sum Y=0``sum X*Y=-400`




Population Cov(x,y) :

Population `Cov(x,y) = (sum (x-bar x)(y-bar y))/(n)`

`=-400/6`

`=-66.6667`





Sample Cov(x,y) :

Sample `Cov(x,y) = (sum (x-bar x)(y-bar y))/(n-1)`

`=-400/5`

`=-80`





This material is intended as a summary. Use your textbook for detail explanation.
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1. Formula & Example-1 (Class-X & Y)
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3. Example-3 (X & Y)
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