Covariance Calculator

Calculate sample covariance between two datasets — aligned with the standard ProMathTools calculator layout.

Comma-separated values

Comma-separated values

How it works

Calculate the covariance between two datasets


The Formula
cov(X, Y) = Σ[(xi - x̄)(yi - ȳ)] / (n - 1)

Worked Example
  1. Example

    Calculate the covariance between two datasets: X = [1, 2, 3], Y = [2, 3, 5]


Tips, Assumptions & Limitations
  • Ensure datasets have the same length
FAQ

Covariance measures the linear relationship between two datasets

Companion article

Covariance Calculator: Understanding the Concept

Related Calculators
MeanStandard DeviationStatistics Calculators
EmailLinkedInFacebook

© 2026 PromathTools. All rights reserved.

Developed by kruskalcode.com