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COVARIANCE.P

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This function returns the population covariance, which is the average of the products of deviations for each data point pair in two sets of numbers.

Syntax

COVARIANCE.P(array1,array2)

Arguments

The two arrays of data in the arguments of this function should meet these criteria:

The data should contain numbers, names, arrays, or references that are numeric. If some cells do not contain numeric data, they are ignored.
The data sets should be the same size, with the same number of data points.
The data sets should not be empty, nor should the standard deviation of their values equal zero.

Remarks

Use this covariance function to determine the relationship between two sets of data. For example, you can determine whether greater income accompanies greater levels of education in a population.

The covariance is calculated as follows, where n and y are the sample means, AVERAGE(array1) and AVERAGE(array2), and n is the sample size.

Data Types

Accepts arrays of numeric data for both arguments. Returns numeric data.

Examples

COVARIANCE.P(J2:J5,L2:L5)

COVARIANCE.P(R2C12:R15C12,R2C14:R15C14)

COVARIANCE.P({7,5,6},{7,4,4}) gives the result 1

COVARIANCE.P({5,10,15,20,25},{4,8,16,32,64}) gives the result 144