Timeline for Second moment of cos(x,y) for Normal x,y?
Current License: CC BY-SA 3.0
7 events
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| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
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| Mar 7, 2017 at 3:22 | history | edited | Henry.L | CC BY-SA 3.0 |
updated version
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| Mar 3, 2017 at 5:27 | vote | accept | Yaroslav Bulatov | ||
| Feb 28, 2017 at 12:35 | comment | added | Henry.L | @YaroslavBulatov I added refs. Under normality assumptions, the distribution of eigenvalues and associated canonical angles(cosine of angles=eigenvalues ) can be derived explicitly and hence their moments. See also mathoverflow.net/questions/102153/angle-between-subspaces | |
| Feb 28, 2017 at 12:33 | history | edited | Henry.L | CC BY-SA 3.0 |
added 693 characters in body
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| Feb 28, 2017 at 4:52 | comment | added | Yaroslav Bulatov | I tracked down Anderson reference and following derivations there I can get first moment of $cos \theta$ which is 0, not sure how to go about second moment. Thanks for the terminology pointer though, canonical correlation coefficients are square roots of eigenvalues as well which I guess is not a coincidence. | |
| Feb 28, 2017 at 2:17 | history | answered | Henry.L | CC BY-SA 3.0 |