[Help-gsl] Covariance calculation in gsl

[Srimal Jayawardena]

Hi

I'm not an expert in statistics but I just realised that in the
covariance definition used for

double gsl_stats_covariance (const double data1[], const size_t
stride1, const double data2[], const size_t stride2, const size_t n)

http://www.gnu.org/software/gsl/manual/html_node/Covariance.html

          covar = (1/(n - 1)) \sum_{i = 1}^{n} (x_i - \Hat x) (y_i - \Hat y)

Is there any particular reason for dividing with (n-1) instead of just 'n' ?

Whats the reasoning behind this ?

Thanks in advance

Srimal.

-- 
~
Srimal Jayawardena
BSc (Engineering), BIT, MIET
PhD Candidate
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