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    Question about uncorrelated random variables that are not independent



    I understand that if random variables are uncorrelated, then Cov(X, Y) = 0 and Corr(X, Y) = 0 are among the 2 conditions.

    However, what is the condition that it can be uncorrelated, but NOT independent at the same time?

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    RotParaTon
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    Re: Question about uncorrelated random variables that are not independent


    The condition is just what you said. The variables are uncorrelated but they not independent. I don't think there is a single defining characteristic other than both conditions are met at the same time.

    For example if you take X to be a uniform random variable on [-1, 1] then X and X^2 are uncorrelated but they are definitely not independent.

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