A correlation coefficient is computed as r=cov(X,Y)/sqrt(Var X)*sqrt(Var Y)$$r=Cov(X,Y)/(\sqrt{Var( X)}*\sqrt{Var (Y)})$$ What is the correlation coefficient of a number with itself then. I have a noise function,assuming with a known value and variance; and I perform a correlation of noise with itself what should I get as the correlation coefficient. The noise follows a chi square$\chi^2$ distribution.
Randel
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