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

Statistics – Applications

Scientific paper

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Scientific paper

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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