Variance, Covariance and Pearson's Correlation Coeffi

XDIF

25.00

68.00

-4.17

44.00

74.00

14.83

30.00

64.00

0.83

19.00

42.00

-10.17

24.00

49.00

-5.17

33.00

58.00

3.83

175.00

355.00

-0.02

6.00

6.00

5.00

Mean

29.17

59.17

0.00

Variance (X)

76.57

Variance (Y)

144.17

Geometric Mean of the Variances

105.06

Data

Sum
Total No.of Data

Covariance (XY)
Covariance as a Fraction of Geometric
Mean of Variance

81.97
0.78

Also called as Pearson's Correlation

son's Correlation Coefficient

YDIF

XDIF*XDIF

YDIF*YDIF

XDIF*YDIF

XDIF = X- Mean

8.83

17.39

77.97

-36.82

YDIF = Y- Mean

14.83

219.93

219.93

219.93

Var(X)=Mean of XDIF*XDIF

4.83

0.69

23.33

4.01

Var(Y)=Mean of YDIF*YDIF

-17.17

103.43

294.81

174.62

CoVar(XY)=Mean of XDIF*Y

-10.17

26.73

103.43

52.58

Geometric Mean of Varianc

-1.17

14.67

1.37

-4.48

-0.02

382.83

720.83

409.83

5.00

5.00

5.00

5.00

0.00

76.57

144.17

81.97

Pearson's Correlation Coefficient

DIF = X- Mean

DIF = Y- Mean

ar(X)=Mean of XDIF*XDIF

ar(Y)=Mean of YDIF*YDIF

oVar(XY)=Mean of XDIF*YDIF

eometric Mean of Variance = (Var(X)*Var(Y))^(1/2)