Jeremy Gillen comments on When is correlation transitive?

Jeremy Gillen 24 Jun 2023 0:00 UTC
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0
With my linear algebra being terrible, I was confused by this:
$X = a Y + \sqrt{1 - a^{2}} H_{X Y}$
Until I realized that $Y$ and $H_{X Y}$ are basis vectors and $a, \sqrt{1 - a^{2}}$ are coordinates on a unit circle, because $X$ , $Y$ and $H_{X Y}$ all have length 1.