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
Monty Woolley

... forced to stay immobile because of a broken leg in 1942's The Man Who Came to Dinner[?], which he had performed onstage before taking it to Hollywood. Academy Awards ...

 
 
 
This page was created in 40.5 ms