📊 协方差 & 方差计算器
双变量统计分析:均值、方差、标准差、协方差、相关系数
标准差与方差计算公式
设数据为 $x_{1}, x_{2}, \dots, x_{n}$,平均值为 $\bar{x}$。下方计算器支持输入多组数据自动计算。
① 总体方差:$\sigma^{2} = \frac{\sum (x_{i} - \bar{x})^{2}}{n}$文章源自公式库网-https://www.gongshiku.com/html/202003/biaozhuncha-fangchayijianzaixianjisuanqi.html
② 总体标准差:$\sigma = \sqrt{ \frac{\sum (x_{i} - \bar{x})^{2}}{n} }$文章源自公式库网-https://www.gongshiku.com/html/202003/biaozhuncha-fangchayijianzaixianjisuanqi.html
③ 样本方差:$s^{2} = \frac{\sum (x_{i} - \bar{x})^{2}}{n-1}$文章源自公式库网-https://www.gongshiku.com/html/202003/biaozhuncha-fangchayijianzaixianjisuanqi.html
④ 样本标准差:$s = \sqrt{ \frac{\sum (x_{i} - \bar{x})^{2}}{n-1} }$文章源自公式库网-https://www.gongshiku.com/html/202003/biaozhuncha-fangchayijianzaixianjisuanqi.html
已知全部数据用总体公式;用样本估计整体时用样本公式(分母 $n-1$ 为贝塞尔校正,使估计无偏)。文章源自公式库网-https://www.gongshiku.com/html/202003/biaozhuncha-fangchayijianzaixianjisuanqi.html 文章源自公式库网-https://www.gongshiku.com/html/202003/biaozhuncha-fangchayijianzaixianjisuanqi.html文章源自公式库网-https://www.gongshiku.com/html/202003/biaozhuncha-fangchayijianzaixianjisuanqi.html