Variance

Different programs implement variance in different ways. This can lead to confusing results when you move from one set of functions to another.

scipy.stats.cov() normalizes by (N-1), by default, bias=False. By setting bias=True, you will normalize by N.

However, scipy.var() normalizes by N.

In Octave, var( x, 0 ) biases by N-1, and var( x, 1 ) biases by N.

Matlab and R, I think, do things slightly differently.