Uncorrelatedness (probability theory)

id: uncorrelatedness-probability-theory-280-1839343
title: Uncorrelatedness (probability theory)
text: In probability theory and statistics, two real-valued random variables, X , Y , are said to be uncorrelated if their covariance, cov ⁡ [ X , Y ] = E ⁡ [ X Y ] − E ⁡ [ X ] E ⁡ [ Y ] , is zero. If two variables are uncorrelated, there is no linear relationship between them. Uncorrelated random variables have a Pearson correlation coefficient, when it exists, of zero, except in the trivial case when either variable has zero variance. In this case the correlation is undefined. In general, uncorrelat
brand slug: wiki
category slug: encyclopedia
description:
original url: https://en.wikipedia.org/wiki/Uncorrelatedness_(probability_theory)
date created:
date modified: 2024-03-23T19:12:17Z
main entity: {"identifier":"Q8216221","url":"https://www.wikidata.org/entity/Q8216221"}
image:
fields total: 13
integrity: 13

Related Entries

Explore Next Part