Problem: Calculate sample moments in Excel

Problem

Data: http://media.nek.lu.se/data/Sample_moments.xlsx

Use Excel to solve this problem.

  1. On sheet 01, find the sample mean, the sample variance and the sample standard deviation of x
  2. On sheet 02, find the sample covariance and the sample correlation between x and y

Solution

  1. 0.17 (=AVERAGE(A2:A30)), 0.77 (=VAR.S(A2:A30)), 0.88 (=STDEV.S(A2:A30))
  2. 1.61 (=COVARIANCE.S(A2:A32,B2:B32)), 0.84 (=CORREL(A2:A32,B2:B32))