alt Hacker NewsPearson correlation = cosine of the angle between centered random variables. Finite-variance centered random variables form a Hilbert space so it’s not a coincedence. Standard deviation is the length of the random variable as a vector in that space.
Pearson correlation = cosine of the angle between centered random variables. Finite-variance centered random variables form a Hilbert space so it’s not a coincedence. Standard deviation is the length of the random variable as a vector in that space.