Stupid question about HP50g covariance different than excel  Hewlett Packard
This is a discussion on Stupid question about HP50g covariance different than excel  Hewlett Packard ; hello,
Does anyone know why the HP50g returns 6.5 as the covariance (with a linear
fit) for [[3 9][2 7][4 12][5 15][6 17]] while excel returns 5.2?
It looks like the 50 returns the sigma((ximeanx)(yimeany))/(n1) while
excel divides by n. ...

Stupid question about HP50g covariance different than excel
hello,
Does anyone know why the HP50g returns 6.5 as the covariance (with a linear
fit) for [[3 9][2 7][4 12][5 15][6 17]] while excel returns 5.2?
It looks like the 50 returns the sigma((ximeanx)(yimeany))/(n1) while
excel divides by n. a little bit like the difference between the population
standard deviation and the sameple standard deviation.
regards, cyrille

Re: Stupid question about HP50g covariance different than excel
On Aug 1, 9:54*am, "cyrille de brebisson" wrote:
> hello,
>
> Does anyone know why the HP50g returns 6.5 as the covariance (with a linear
> fit) for [[3 9][2 7][4 12][5 15][6 17]] while excel returns 5.2?
>
> It looks like the 50 returns the sigma((ximeanx)(yimeany))/(n1) while
> excel divides by n. a little bit like the difference between the population
> standard deviation and the sameple standard deviation.
>
> regards, cyrille
Either answer is fine as long as the user knows what definition of
sample covariance is being used. Some text books divide by n and
others divide by n1. When you divide by n then the resulting matrix
is the maximum likelihood estimate of the covariance matrix.
Unfortunately, this estimate is biased and so some authors divide by
n1 which results in an unbiased estimate of the covariance matrix.
 Bertram