independence^correlation btw 2 RV, my take

I feel (linear) correlation is more  a statistics concept, less a probability concept. In contrast, Independence has 2 interpretations — in prob vs stats — see other posts in this blog.

In a theoretical model, the color vs the points on a random poker card are independent, so out of 9999 trials, the data collected should show very very low correlation, but perhaps non-zero correlation!

From this example, I feel in a theoretical model, correlation isn’t important. However, in real world statistics, correlation is probably more important than Ind. As described in other blogposts, I feel ind is shades of grey, to be measured … using correlation as the measurement.

Whenever someone says 2 thingies are independent, i think of a logical, theoretical models (probabilistic). In the real world, we are never really sure how independent.

Whenever someone talks about correlation/covariance, i think of statistics on observed data.

It’s well known that 2 (linearly) uncorrelated variables may be dependent !

Many people prefer to day “A and B are uncorrelated” without saying “linear”, when they really mean “they don’t depend on or influence each other”. I feel most of the time the meaning is imprecise and unclear.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s