Variables
and
are said to be uncorrelated if their
covariance is zero:
Independent statistics are always uncorrelated, but the converse is not necessarily true.
Variables
and
are said to be uncorrelated if their
covariance is zero:
Independent statistics are always uncorrelated, but the converse is not necessarily true.
Weisstein, Eric W. "Uncorrelated." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Uncorrelated.html