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## Re: Covariance Question

 From: Dirk Eddelbuettel Subject: Re: Covariance Question Date: Sun, 2 Mar 2003 07:47:05 -0600 User-agent: Mutt/1.3.28i

```On Sun, Mar 02, 2003 at 07:27:21AM -0500, Al Piszcz 'peesh' wrote:
>
> Excel provides a covariance of 4 and Octave 5.333, what
> I am doing wrong?
>
> octave:1> x=[3;1;3;9]
> x =
>
>   3
>   1
>   3
>   9
>
> octave:2> y=[4;4;8;8]
> y =
>
>   4
>   4
>   8
>   8
>
> octave:3> cov(x,y)
> ans = 5.3333

octave2.1:1> x=[3;1;3;9];
octave2.1:2> y=[4;4;8;8];
octave2.1:3> cov(x,y)*(length(x)-1)/length(x)
ans = 4

The difference depends on whether you "know" that your data comes from
a sample versus a population. See e.g.

Dirk

--
Prediction is very difficult, especially about the future.
-- Niels Bohr

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