Covariance - HP 12c Platinum Reference Manual

114 Statistics

Covariance

Covariance is a measure of the interdependence between paired variables (x and y). Like
standard deviation, covariance may be defined for either a sample (S
(S' ) as follows:
xy
The following procedure finds the covariance of a sample (S
1. Press f CLEAR H .
2. Key in the y-values and press \ ( ³ ).
3. Key in the x-values and press _ .
4. Repeat steps 2 and 3 for all data pairs.
RPN Mode:
5. Press gv§\gRd§ to obtain the value of S
6. Press : 1 1 -: 1 z§ to obtain S'
ALG Mode:
5. Press gv 1 gRd§~§~³ to obtain the value of S
6. Press 1 -: 1 y§~³ to obtain S'
Example 1: Find the sample covariance (S
following paired variables:
12c platinum / 12C
RPN Keystrokes
fCLEARH
92\26_
85\30_
78\44_
81\50_
54\62_
51\68_
40\74_
gv§\
gR
d§
:1 1-:1
z§
S = r · s
xy
S' = r · s'
xy
x 26 30 44
i
y 92 85 78
i
12c platinum
ALG Keystrokes
fCLEARH
92³26_
85³30_
78³44_
81³50_
54³62_
51³68_
40³74_
gv1
gRd§
~§~³
1-:1y
§~³
· s
x y
· s'
x y
) and of a population ( S'
xy
xy
.
xy
.
xy
) and population covariance ( S'
xy
50 62 68
81 54 51
Display
Total number of entries.
7.00
S
-354.14
xy
S'
-303.55
xy
) or a population
xy
.
.
xy
) for the
xy
74
40
Comments
):
xy