Hi Alex, cov() uses the formula for a sample covariance. The denominator is N - 1 instead of N. However, the formula you used from Wikipedia is for a population covariance. To move between the two in this case:
cov(sr, sr) * (4/5) # should equal E[XX] - E[x] * E[x] Cheers, Josh On Wed, Jan 19, 2011 at 6:29 AM, Alaios <ala...@yahoo.com> wrote: > Hello everyone, > I am trying to understand how covariance work. So I created a vector called > sr<-c(2,5,7,5,2) > > so according to wikipedia Cov(X,X)=E[XX]-E[x]*E[x] which in R is > > > mean(sr*sr)-mean(sr)*mean(sr) > [1] 3.76 > > but also > > cov(sr,sr) > [1] 4.7 > > why is this difference between these two approaches? Where I am wrong? > > I would like to thank you in advance for your help > > Best Regards > Alex > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
