covariance correlation

Covariance vs Correlation

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This article is about Covariance and Correlation : what are they and how are they related and how they differ from each other. Covariance and Correlation are the two statistical measures which tells…

Covariance and Correlation

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Covariance and Correlation are very helpful in understanding the relationship between two continuous variables. Covariance tells whether both variables vary in the same direction (positive…

Covariance Vs Pearson Correlation Coefficient Vs Spearman’s Rank Correlation Coefficient

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Covariance is one of the most used topic in data analysis or data pre processing. It is used to Quantify the relationship between features in a particular dataset. In simple words, it is used to…

Let us understand the correlation matrix and covariance matrix

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Covariance and correlation are two significantly used terms in the field of statistics and probability theory. Most articles and reading material on probability and statistics presume a basic…

A trip from variance-covariance to correlation and back

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The variance-covariance and the correlation matrices are two entities that describe the association between the columns of a two-way data matrix. They are very much used, e.g., in agriculture, biology...

The Geometric Meaning of Covariance

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Heuristically, covariance is telling us something about how much the random variables X and Y “move together” or “co-vary” (as opposed to “contra-vary”) away from their means. If X and Y are…

Correlation vs covariance: it’s much simpler than it seems

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What is correlation? How can we compute correlation between to continuous variables? And what are the differences with covariance? Clearly, two persons who understood what is correlation. Photo by Ji...

Covariance Calculation Using Python

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Covariance is the joint variability of two random variables, i.e. if the value of a variable x_ii increases how the value of x_ij changes. If the value of x_ii gets larger with the value of x_ij…

Pearson correlation coefficient

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In my previous blog, we learnt about Covariance to measure relationship between two random variables. As Covariance has limitation to quantify the relationship, there is another concept called…

Correlation

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Correlation explains how two variables are related to each other. This is an important statistical tool for bivariable analysis in data science. Correlation does not mean causation of these two…

Getting the Basics of Correlation & Covariance

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Correlation is one of the widely used statistical concepts. This blog post tries to answer what correlation is, why it is so helpful, what relationship correlation and covariance share and some of…

Pearson and Spearman Rank Correlation Coefficient — Explained

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Correlation Coefficient is a statistical measure to find the relationship between two random variables. Correlation between two random variables can be used to compare the relationship between the…