| Uncorrelated |
Articles about Uncorrelated |
Information AboutUncorrelated |
| CATEGORIES ABOUT UNCORRELATED | |
| covariance and correlation | |
|
Note that if either ''X'' or ''Y'' has zero expected value, then their Correlation equals their Covariance . In this case, uncorrelated is equivalent to zero correlation. If ''X'' and ''Y'' are Independent then they are uncorrelated. It is not true, however, that if they are uncorrelated, they must be independent. For example, if ''X'' is continuous random variable Uniformly Distributed on 1 and ''Y'' = ''X''2 then they are uncorrelated even though ''X'' determines ''Y'', and ''Y'' restricts ''X'' to at most two values. Moreover, uncorrelatedness is a relation between only two random variables, whereas independence can be a relationship between more than two. ''See also:'' Correlation , Covariance |
|
|