Reflections on the Uncorrelation of Two Random Variables
It is a common practice to define the uncorrelation of two random variables with zero correlation coefficient.However,their correlation cannot be judged according to this definition when the variance of one random variable is zero.In addition,under the above definition,it is not rigorous for the conclusion that independent random variables are uncorrelated.Therefore,it is necessary to re-analyze the uncorrelation and give relevant teaching suggestions.
random variablecorrelation coefficientcovarianceuncorrelationindependent