Pratique des Biostatistiques
Accueil › Statistiques descriptives › Statistiques descriptives à deux dimensions
 Dernière modification: 27 juin 2011

Covariance

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La valeur de la SPE dépend du nombre de couples de valeurs X et Y. Si on divise la SPE par n, on obtient la covariance ou encore une mesure de la covariation des 2 variables X et Y.

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La covariance est donc le PE moyen du nuage de points. Elle est positive lorsque le nuage de points a une orientation ascendante, et négative lorsque ce nuage a une orientation descendante. Elle a pour unités, les unités de X multipliées par les unités de Y.