Covariance Value from a Correlation Coefficient Formulas

Covariance Value from a Correlation Coefficient Formula

Below you will find descriptions and details for the formula that is used to compute covariances from Pearson correlation coefficients.

Covariance value:

Variable definitions:
r_XY = Pearson correlation between two variables X and Y
σ_X = standard deviation for X
σ_Y = standard deviation for Y