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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
- 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