+1 vote
In terms of data what is the difference between correlation and covariance?
Jul 24, 2018 3,738 views

## 2 answers to this question.

+1 vote

Correlation and Co-variance both are used as a measure to check how two variables change with respect to each other.

Covariance: measure of change of how to variables change with respect to each other.

1. It is unit dependent.
2. Difference in scale can output different co-variance.
3. It varies from - infinity to infinity

Example: Height vs weight(kg) and Height vs weight(lbs) will have different covariance values

Correlation : unit measure of change between two variables change with respect to each other. ( Basically it’s normalized covariance value)

1. It is unit independent.
2. Difference in scale doesn’t affect the correlation value
3. It varies from -1 to 1.

Example: Height vs weight(kg) and Height vs weight(lbs) will have same correlation values

• 3,720 points

selected Jul 24, 2018 by Anmol
Covariance is a measure of the joint variability(change) of two random variables.

Correlation measures the mutual relationship or connection between two or more things.

Covariance is a measure of Correlation.
answered Aug 30, 2019 by anonymous
• 33,030 points

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