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Uncorrelated


Variables x_i and x_j are said to be uncorrelated if their covariance is zero:

 cov(x_i,x_j)=0.

Independent statistics are always uncorrelated, but the converse is not necessarily true.


See also

Covariance, Independent Statistics, Uncorrelated Numbers

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Cite this as:

Weisstein, Eric W. "Uncorrelated." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Uncorrelated.html

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