What is the difference between correlation and covariance?

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In terms of data what is the difference between correlation and covariance?
Jul 24, 2018 in Data Analytics by Anmol
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2 answers to this question.

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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

answered Jul 24, 2018 by Abhi
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selected Jul 24, 2018 by Anmol
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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 29, 2019 by anonymous
• 32,490 points

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