# Double correlation

From AMS Glossary

## double correlation

- 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.

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