Definitions for uncorrelated

This page provides all possible meanings and translations of the word uncorrelated

Random House Webster's College Dictionary

un•cor′re•lat`ed(adj.; adv.)-ly

Princeton's WordNet

  1. uncorrelated(adj)

    not varying together

Wiktionary

  1. uncorrelated(Adjective)

    Not correlated

  2. uncorrelated(Adjective)

    Having a covariance of zero

Freebase

  1. Uncorrelated

    In probability theory and statistics, two real-valued random variables are said to be uncorrelated if their covariance is zero. A set of two or more random variables is called uncorrelated if each pair of them are uncorrelated. If two variables are uncorrelated, there is no linear relationship between them. Uncorrelated random variables have a Pearson correlation coefficient of zero, except in the trivial case when either variable has zero variance. In this case the correlation is undefined. In general, uncorrelatedness is not the same as orthogonality, except in the special case where either X or Y has an expected value of 0. In this case, the covariance is the expectation of the product, and X and Y are uncorrelated if and only if E = 0. If X and Y are independent, then they are uncorrelated. However, not all uncorrelated variables are independent. For example, if X is a continuous random variable uniformly distributed on [−1, 1] and Y = X², then X and Y are uncorrelated even though X determines Y and a particular value of Y can be produced by only one or two values of X.

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"uncorrelated." Definitions.net. STANDS4 LLC, 2014. Web. 2 Aug. 2014. <http://www.definitions.net/definition/uncorrelated>.

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