Independent vs. Uncorrelated Random Variables

[EngWiPy]

Hello,

What is the difference between independent and uncorrelated random variables? Practical examples of both?

Regards

 

[mXSCNT]

If variables are uncorrelated they have no _linear_ dependence, but they might have a dependence that is nonlinear. If variables are independent they have no dependence at all.

 

[EngWiPy]

If variables are uncorrelated they have no _linear_ dependence, but they might have a dependence that is nonlinear. If variables are independent they have no dependence at all.

Can you elaborate more with examples, please?

Thanks in advance

 

[EnumaElish]

See https://www.physicsforums.com/showpost.php?p=1468794&postcount=12