STATS MAKE ME CRY

Hi,

I have two variables X and Y and each observation in X and Y is associated with weights w and q respectively.

That is, { x(i), y(i), w(i), q(i)} (i=1,2...n).

I know how to calculate weighted mean and weighted variance for the variables X and Y.

How to calculate weighted covariance and weighted correlation?

I have already gone through the following website:

http://en.wikipedia.org/wiki/Weighted_arithmetic_mean

and my requirement is different from the above.

Pl. help me.

Thanks.

Hi,

I am giving a sample data.

X Y a b
134 | 193 | 3 | 9
146 | 200 | 5 | 9
129 | 199 | 3 | 8
138 | 187 | 7 | 7
193 | 182 | 4 | 8
175 | 223 | 5 | 8

'a' is the weight for X and 'b' is the weight for Y.

How to calculate weighted covariance values?

What is the formula?

Very urgent, please help me.

Thanks