Calculation of the variance: methods and situations.

Raw data (shortcut formulas)

N N
2

Raw data from a population of size N

∑ ( xi −μ ) ∑ x 2i
σ 2= i=1 σ 2= i=1 −μ2
N N
n n
2

Raw data from a sample of size n

∑ ( x i−x́ ) ∑ x 2i −n x́ 2
s2= i=1 s2= i=1
n−1 n−1

Data summarized in a frequency distribution (shortcut formulas)

k k
2
Population: ∑ ( xi −μ ) f i ∑ x 2i f i
N observations of k values xi with freq. fi σ 2= i=1 σ 2= i=1 −μ2
N N
k k
Sample: ∑ ( x i−x́ )2 f i ∑ x 2i f i−n x́ 2
n observations of k values xi with freq. fi s2= i=1 s2= i=1
n−1 n−1

Data grouped in classes of values (shortcut formulas)

k k
2
Population: N observations in k classes ∑ ( mi −μ ) f i ∑ m2i f i
with freq. fi and class midpoints mi σ 2= i=1 σ 2= i=1 −μ2
N N
k k
Sample: n observations in k classes with ∑ ( mi− x́ )2 f i ∑ m2i f i−n x́ 2
freq. fi and class midpoints mi s2= i=1 s2= i=1
n−1 n−1
 Calculation of the covariance: methods and situations.

Raw data (shortcut formulas)

N N

Raw data from a population of size N

∑ ( x i−μ x ) ( y i−μY ) ∑ xi yi
i=1
σ xy = σ xy = i=1 −μ x μ y
N N
n n

Raw data from a sample of size n *

∑ ( x i−x́ ) ( y i− ý ) ∑ x i y i−n x́ ý
i=1
s xy = s xy = i=1
n−1 n−1

Data summarized in a frequency distribution (shortcut formulas)

r c r c
Population: N joint observations of
r values xi and c values yj with
∑ ∑ ( x i−μ x ) ( y j −μ Y ) f ij ∑ ∑ x i y j f ij
σ xy = i=1 j=1 σ xy = i=1 j=1
joint freq. fij in a crosstable r x c −μx μ y
N N
r c r c
Sample: n joint observations of
r values xi and c values yj with
∑ ∑ ( x i−x́ ) ( y j −ý ) f ij ∑ ∑ x i y j f ij−n x́ ý
i=1 j=1
s xy = i=1 j=1
joint freq. fij in a crosstable r x c s xy =
n−1 n−1

N N

* Addendum:
∑ ( x i−μ x ) ( y i−μY ) ∑ xi y i
i=1
σ xy = = i=1 −μx μ y
N N

n n n n

s xy =
∑ ( x i−x́ ) ( y i− ý )
i=1
n−1
=
n
( )
n−1
∑ ( x i−x́ )( y i− ý )
i=1
n
=
n
( )
n−1 [ ∑ xi yi
i=1
n ] ∑ xi y i−n x́ ý
−x́ ý = i=1
n−1

(the same for the variance)