MathOverflow is a question and answer site for professional mathematicians. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I would like to know if an increase in the covariance between two variables would imply that the standard deviation for one of the variables has increased?

This is assuming that the standard deviation for the other variable is constant.

share|cite|improve this question
Really I'm afraid this isn't the best site to get an answer for your particular question. You'd do better at one of the sites listed in the FAQ: – Tom Smith May 4 '10 at 18:59
Also: think about two independent Bernoulli variables X and Y; compare cov(X,X) to cov(X,Y). – Tom Smith May 4 '10 at 19:04

Cov1,2 = ρ1,2 * σ1 * σ2

So if your covariance went up, then you have three choices either one of the standard deviations went up or the correlation went up.

share|cite|improve this answer
So what you're saying is that if x = x/y * y then if x increases either y went up or x/y went up? – Tom Smith May 4 '10 at 18:58

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.