# Uncorrelated

In

probability theory and

statistics, to call two real-valued

random variables *X* and

*Y* **uncorrelated** means that their

correlation is zero, or, equivalently, their

covariance is zero. If

*X* and

*Y* are independent then they are uncorrelated. It is not true, however, that that if they are uncorrelated, they must be independent. Moreover, uncorrelatedness is a relation between only two random variables, whereas independence can be a relationship between more than two.