The website is in Maintenance mode. We are in the process of adding more features.
Any new bookmarks, comments, or user profiles made during this time will not be saved.

AIML.com

Machine Learning Resources

What is the relationship between independence and correlation?

Bookmark this question

If two random variables X and Y are independent, it is always true that they are uncorrelated, meaning that if X and Y are independent, corr(X,Y) = 0.

However, the converse is not necessarily true, meaning that if corr(X,Y)=0, X and Y are not guaranteed to be independent of one another. This is because correlation is a measure of linear association, and while a correlation of 0 implies there is no linear relationship between X and Y, there might be a more complicated higher order relationship that the correlation coefficient would not accurately quantify.

Leave your Comments and Suggestions below:

Please Login or Sign Up to leave a comment

Partner Ad  

Find out all the ways
that you can

Explore Questions by Topics