Uncorrelated
In probability theory and statistics, two real-valued random variables,
X,
Y, are said to be
uncorrelated if their covariance, E - EE, is zero. A set of two or more random variables is called uncorrelated if each pair of them are uncorrelated. If two variables are uncorrelated, there is no linear relationship between them. Uncorrelated random variables have a Pearson correlation coefficient of zero, except in the trivial case when either variable has zero variance. In this case the correlation is undefined. In general, uncorrelatedness is not the same as orthogonality, except in the special case where either
X or
Y has an expected value of 0. In this case, the covariance is the expectation of the product, and
X and
Y are uncorrelated if and only if E = 0. If
X and
Y are independent, then they are uncorrelated. However, not all uncorrelated variables are independent.