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Uncorrelated

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

\begin{displaymath}
\mathop{\rm cov}\nolimits (x_i,x_j)=0.
\end{displaymath}

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

See also Covariance, Independent Statistics




© 1996-9 Eric W. Weisstein
1999-05-26