TRUECALC
Functions

COVARIANCE.S

Sample covariance

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When to use it

When should I use COVARIANCE.S?

Use COVARIANCE.S to compute sample covariance when your data is a sample drawn from a larger population — it divides by n-1 (Bessel's correction) for an unbiased estimate.

Used in

finance · science

Syntax

COVARIANCE.S(array1,array2)

Examples

=COVARIANCE.S({2,5,7,1,8},{4,3,6,1,5}) // => 4.65
=COVARIANCE.S({1,3},{-1,6}) // => 7

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