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Uncorrelated

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.



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