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.
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Sign up to join this communityI 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.
Cov_{1,2} = ρ_{1,2} * σ_{1} * σ_{2}
So if your covariance went up, then you have three choices either one of the standard deviations went up or the correlation went up.