jasperjiaguo commented on PR #9236:
URL: https://github.com/apache/pinot/pull/9236#issuecomment-1224910533

   > Can you please clarify or add a link in the description to the formula you 
are using to calculate covariance? I don't see "average value" being used in 
your calculation? It will also be good to add support for "covariance of 
sample" (which is probably more commonly used) along with "covariance of 
population"
   
   Yes. This should be simple if we extend `CovarianceAggregationFunction.java` 
and add Bessel's correction to `extract result`. We probably want to add that 
@SabrinaZhaozyf ?


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