…Or, more rigorously, non-correlation does not imply independence.
As this little guy and everybody else knows, one of the most famous correlation coefficients out there is Pearson’s correlation coefficient: cor(ξ, η) = (E[(ξ-E[ξ])(η-E[η])])/sqrt(D[ξ]D[η]), where E[x] is the mathematical expectation of random variable x, D[x] is the dispersion of random variable x, and sqrt(x) is the (prime) square root of x.
As we all know, if cor(ξ, η) != 0, then ξ and η are not independent random variables. But recently, this little guy heard that it does not follow from cor(ξ, η) = 0 that ξ and η are independent. Obviously, he craves the light of knowledge and wants to hear some examples of non-independent random variables having a correlation coefficient of 0.
Perhaps. Although, I feel, it is too late to change things at this point, and I’m low on energy right now.
There is also the fact that, unlike my previous post, this topic is harder to understand for lay people, and there don’t seem to be a lot of fellow mothheads here on Hexbear.
Seems like this one will be a failure.
How did you even type those Greeks, my keyboard doesn’t have them
Copy paste after googling the name?
Copy/paste, and, prior to a recent OS malfunction, I kept a file with a bunch of relevant symbols, including Greek letters.