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Correlation Angles and Inner Products: Application to a Problem from Physics

Published 12 Aug 2011 in stat.AP and math.MG | (1108.5308v1)

Abstract: Covariance is used as an inner product on a formal vector space built on n random variables to define measures of correlation Md across a set of vectors in a d-dimensional space. For d = 1, one has the diameter; for d = 2, one has an area. These concepts are directly applied to correlation studies in climate science.

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