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((xi-meanx)(yi-meany))/(n-1) while excel divides by n. ...

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  1. 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((xi-meanx)(yi-meany))/(n-1) while
    excel divides by n. a little bit like the difference between the population
    standard deviation and the sameple standard deviation.

    regards, cyrille



  2. 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((xi-meanx)(yi-meany))/(n-1) 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 n-1. 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
    n-1 which results in an unbiased estimate of the covariance matrix.

    --- Bertram

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