"R.A. Fisher (1 890-1962) used geometry throughout his work on distribution theory but his treatment of correlation is of most interest here. In his paper on the exact distribution of the correlation coefficient he (1915, p. 509) wrote, “The five quantities [associated with the bivariate normal] have . . . an exceedingly
beautiful interpretation in generalised space.” The n observations on a pair of variables can be represented by two points P and Q in n-dimensional space and the correlation coefficient interpreted as the cosine of the angle between OP and OQ."