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## Re: Covariance Question

 From: Al Piszcz 'peesh' Subject: Re: Covariance Question Date: Sun, 2 Mar 2003 08:49:04 -0500 (EST)

```Thank you.

On Sun, 2 Mar 2003, Dirk Eddelbuettel wrote:

> Date: Sun, 2 Mar 2003 07:47:05 -0600
> To: Al Piszcz 'peesh' <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
>
> 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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