Double correlation

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double correlation

  1. A second-order statistical moment, such as a covariance:

    where N is the number of data points in the time series, i is the index of the data point, the overbar represents an average, the prime represents the deviation from the average, and a and b are two variables such as vertical velocity and temperature. Used in turbulence equations to describe turbulent kinematic fluxes.

  2. A correlation coefficient r defined as the covariance between two variables, divided by the products of the standard deviation σ of each variable:

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