Civil Engineering (CE) Exam  >  Civil Engineering (CE) Notes  >  Engineering Mathematics  >  Covariance and Correlation

Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE) PDF Download

Covariance and Correlation are two mathematical concepts which are commonly used in the field of probability and statistics. Both concepts describe the relationship between two variables.

Covariance

  1. It is the relationship between a pair of random variables where change in one variable causes change in another variable.
  2. It can take any value between -infinity to +infinity, where the negative value represents the negative relationship whereas a positive value represents the positive relationship.
  3. It is used for the linear relationship between variables.
  4. It gives the direction of relationship between variables.

Formula

  1. For Population:
    Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)
  2. For Sample
    Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)
    Here,
    x’ and y’ = mean of given sample set
    n = total no of sample
    xi and yi = individual sample of set

Example:

Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)

Correlation

  1. It show whether and how strongly pairs of variables are related to each other.
  2. Correlation takes values between -1 to +1, wherein values close to +1 represents strong positive correlation and values close to -1 represents strong negative correlation.
  3. In this variable are indirectly related to each other.
  4. It gives the direction and strength of relationship between variables.

Formula:
Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)
Here,
x’ and y’ = mean of given sample set
n = total no of sample
xi and yi = individual sample of set

Example:

Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)

Covariance versus Correlation
Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)

The document Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE) is a part of the Civil Engineering (CE) Course Engineering Mathematics.
All you need of Civil Engineering (CE) at this link: Civil Engineering (CE)
65 videos|128 docs|94 tests
Related Searches

Viva Questions

,

Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)

,

Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)

,

Semester Notes

,

Sample Paper

,

Previous Year Questions with Solutions

,

pdf

,

Important questions

,

past year papers

,

study material

,

ppt

,

Exam

,

shortcuts and tricks

,

practice quizzes

,

Extra Questions

,

video lectures

,

Summary

,

mock tests for examination

,

Free

,

Objective type Questions

,

Covariance and Correlation | Engineering Mathematics - Civil Engineering (CE)

,

MCQs

;