association
Covariance
Describe how two numeric variables vary together in their original units.
Requirements
- two continuous variables
Avoid when
- variables on incomparable scales where standardized association is needed
Formula
cov(x,y) = Σ(xᵢ−x̄)(yᵢ−ȳ)/(n−1)
Interpretation
Positive values indicate variables tend to move together; magnitude depends on units.
Worked example
Quantify how glucose and cholesterol vary together in their original units.
Open example datasets