Independent random variables have a covariance of zero.
+Independent random variables have a covariance of zero.
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Values between -1 and 1, and independent random variables have a correlation of zero.
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What if random variable X and Y have linear relationship, that is
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That is,
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| Distribution Function | +Distribution Function | Discrete | Continuous |
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Marginal Probability -Obtained by summing or integrating the joint probability distribution over the values of the other random variable. +Obtained by summing or integrating the joint probability distribution over the values of the other random variable. |
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- Conditional Probability -The probabilistic properties of the random variable X under the knowledge provided by the value of Y. +Conditional Probability +The probabilistic properties of the random variable X under the knowledge provided by the value of Y. |
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- Independence -Two random variables X and Y are said to be independent if: +Independence +Two random variables X and Y are said to be independent if: |
 for all values i of X and j of Y. +for all values i of X and j of Y. |
 for all X and Y. +for all X and Y. |