Assessment |
Biopsychology |
Comparative |
Cognitive |
Developmental |
Language |
Individual differences |
Personality |
Philosophy |
Social |
Methods |
Statistics |
Clinical |
Educational |
Industrial |
Professional items |
World psychology |
Statistics: Scientific method · Research methods · Experimental design · Undergraduate statistics courses · Statistical tests · Game theory · Decision theory
In probability theory and statistics, to call two real-valued random variables X and Y uncorrelated means that their correlation is zero, or, equivalently, their covariance is zero.
If X and Y are independent then they are uncorrelated. It is not true, however, that if they are uncorrelated, they must be independent. For example, if X is 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, covariance