Uncorrelated
From Free net encyclopedia
In probability theory and statistics, to call two real-valued random variables X and Y uncorrelated means that their covariance is zero.
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, 1] and Y = X2 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