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- Even though
and
are
orthogonal polynomials, the means
,
are not uncorrelated.
- Both are calculated from same set
and fluctuate in a correlated
fashion as observations
fluctuate.
- We can calculate correlations
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- F and G will be independent if
.
- This is not in general true.
- Thus, our formalism gives correlation between
and
.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu