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# Simple Statistics Question! watch

1. Hi Guys,

Please could you let me know the difference between high co-variance and high correlation? I always get the two mixed up

Thanks !
2. (Original post by vxq1)
Hi Guys,

Please could you let me know the difference between high co-variance and high correlation? I always get the two mixed up

Thanks !
If you have two random variables X and Y, then to get the correlation of X and Y, you divide the covariance of X and Y by the product of the standard deviation of X and the standard deviation of Y. In other words, correlation is a normalized version of covariance.
3. Covariance will show the connection between two variables (say weight and height) but the value will change according to the units used. E.g Grammes and cm will give a different result from kilogrammes and metres.
By dividing by the sd of each of your variables you get a dimensionless version which is the same regardless of the measurement units used. This is the correlation.

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