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Renáta Németh, Dávid Simon


Covariance, Pearson’s correlation

Covariance, Pearson’s correlation

Covariance can also be used to describe the relationship between high measurement level variables:

9.6. egyenlet -

Properties of covariance:

  • it describes the joined or reverse changing of two variables

  • it’s a symmetric index

  • its range depends on the standard deviation of the variables (it’s a raw index)

  • the ’bad thing about it’ is that its value depends on the standard deviation of the variables, thus the results are difficult to compare

Covariance can be used to create another index: Pearson’s correlation:

9.7. egyenlet -


Sx,Sy are the standard deviations of the variables


  • it is between -1 and 1

  • it’s a symmetrical index