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Statistics

Sample Covariance Calculator

Measure joint variation of paired numeric observations using the n−1 divisor.

Data stays on this deviceConvention explained below
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Data explorer

Check the dataset and sample convention before interpreting results.

See the method

Add your observations

Runs on your device

Your statistical summary

Your result

Let’s calculate.

Use the Calculate button to see your result.

Review the method below for assumptions and conventions.

How to use this tool

  1. Enter x observations, y observations.
  2. Select Calculate to view the result.
  3. Check the method and assumptions below before using the result.

The method, explained

Sample covariance = Σ(x−x̄)(y−ȳ)/(n−1). Pair observations by their positions.

A WORKED EXAMPLE

Using x observations = 1, 2, 3, y observations = 2, 4, 6, the result is 2. Change these example inputs to match your task; use the method above to check each step.

What to keep in mind

Sample convention with paired observations. Covariance depends on measurement units and is not bounded like correlation. A descriptive or probability calculation under the stated assumptions. Check the sample design and model before interpreting results.

Common questions

Which inputs does this calculation need?

Measure joint variation of paired numeric observations using the n−1 divisor. Enter x observations, y observations. The filled example is editable and is not a saved personal record.

How should I interpret the result?

Sample convention with paired observations. Covariance depends on measurement units and is not bounded like correlation. A descriptive or probability calculation under the stated assumptions. Check the sample design and model before interpreting results.

Methodology maintained by ClarityKit. How these tools are built and checked.