Uncorrelated

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In probability theory and statistics, to call two real-valued random variables X and Y uncorrelated means that their covariance is zero.

If X and Y are uncorrelated, their correlation coefficient will also be zero, except in the trivial case when both variables have variance zero (are constants). 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 zero expected value. In this case, the covariance is the expectation of the product, and X and Y are uncorrelated if and only if E(XY) = E(X)E(Y).

If X and Y are independent then they are uncorrelated. It is not true, however, that if they are uncorrelated, then 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, covariancede:Unkorreliertheit

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Some of the initial content on this page may be incorporated in part from copyleft sources in the public domain including wikis such as Wikipedia and AskDrWiki. Drug information for patients came from the The National Library of Medicine. Infectious disease information may have come from the Centers for Disease Control (CDC). Differential Diagnoses are drawn from clinicians as well as an amalgamation of 3 sources: 1.The Disease Database; 2. Kahan, Scott, Smith, Ellen G. In A Page: Signs and Symptoms. Malden, Massachusetts: Blackwell Publishing, 2004:3; 3. Sailer, Christian, Wasner, Susanne. Differential Diagnosis Pocket. Hermosa Beach, CA: Borm Bruckmeir Publishing LLC, 2002:7 .

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