What you provide
What you provide
- Covariance, using the same scenario as the other inputs
- X standard deviation, using the same scenario as the other inputs
- Y standard deviation, using the same scenario as the other inputs
MATH / DESCRIPTIVE STATISTICS
Covariance to Correlation Calculator
Standardize covariance into the unit-free Pearson correlation coefficient. Review the equation, substituted values, result, assumptions, and interpretation in one focused workspace.
- 01 Calculated in this tab
- 02 Values stay in this browser tab
- 03 Use boundary
Use boundary
Calculation path
Standardize covariance into the unit-free Pearson correlation coefficient. The page evaluates the displayed equation from your supplied values and presents both symbolic and substituted KaTeX working so the arithmetic can be checked.
Calculation path
r=s_xy/(s_x s_y)
What you receive
What you receive
- Correlation coefficient r from the stated equation
- A symbolic formula plus substituted working with your values
- Visible assumptions, field guidance, and an authoritative learning reference
Use boundary
Choose the maximum decimal places shown. This does not increase source accuracy.
Covariance and both standard deviations come from the same paired dataset.
Use internally consistent units and retain extra precision when carrying the result into another calculation.
Reviewed reference factors