In
probability theory and
statistics, to call two real-valued
random variables X and
Y uncorrelated means that their
correlation is zero, or, equivalently, their
covariance is zero. If
X and
Y are independent then the are uncorrelated. It is not true, however, that that if they are uncorrelated, they must be independent. Moreover, uncorrelatedness is a relation between only two random variables, whereas independence can be a relationship between more than two.
All Wikipedia text
is available under the
terms of the GNU Free Documentation License