Encyclopedia > Uncorrelated

  Article Content

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.



All Wikipedia text is available under the terms of the GNU Free Documentation License

 
  Search Encyclopedia

Search over one million articles, find something about almost anything!
 
 
  
  Featured Article
Grateful Dead

... essence, but commercial success did not come until the country influence came through, on American Beauty and Workingman's Dead[?], both released in 1970. These records ...

 
 
 
This page was created in 23.1 ms