Definition:Uncorrelated Data

Definition

Let $X$ and $Y$ be random variables.

Let the Pearson correlation coefficient of $X$ and $Y$ be equal to $0$.

Then $X$ and $Y$ are described as being uncorrelated.

Also see

• Results about uncorrelated data can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): correlation coefficient: 1.
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): correlation coefficient: 1.