Re: Covariance Question

[Al Piszcz 'peesh']

Thank you.

On Sun, 2 Mar 2003, Dirk Eddelbuettel wrote:

> Date: Sun, 2 Mar 2003 07:47:05 -0600
> From: Dirk Eddelbuettel <address@hidden>
> To: Al Piszcz 'peesh' <address@hidden>
> Cc: address@hidden
> Subject: Re: Covariance Question
>
> 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
>
> address@hidden:~> octave2.1 -q
> 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.
>
> http://newton.dep.anl.gov/newton/askasci/1993/math/MATH014.HTM
>
> Dirk
>
> --
> Prediction is very difficult, especially about the future.
>                                            -- Niels Bohr
>



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