covariance formula

variance addition

sampling variance (standard error) & variance
var(X)=E(X-mean(X))^2
X’=sampling N from X
SEM=var(X’-mean(X’))
mean(X’-mean(X’))=0
var(X’-mean(X’))=var(X’)/N


var(X)=E(X-mean(X))^2
X’=sampling N from X
SEM=var(X’-mean(X’))
mean(X’-mean(X’))=0
var(X’-mean(X’))=var(X’)/N