How do you calculate the covariance between two discrete variables?

1 Answer
De Rono
Nov 5, 2015

"Cov" (X,Y) = 1/n sum_(i=1)^n x_i y_i - (1/n sum_(i=1)^n x_i)(1/n sum_(i=1)^n y_i)

Explanation:

Consider (x_i,y_i) forall i= 1(1)n.

Then

"Cov" (X,Y) = 1/n sum_(i=1)^n x_i y_i - (1/n sum_(i=1)^n x_i)(1/n sum_(i=1)^n y_i)

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