Uncorrelated is an adjective used to describe the absence of any relationship or connection between two or more variables or events. In statistical terms, it refers to the lack of a linear association between variables, meaning that the values of one variable do not change predictably in response to changes in the other.
When two variables are uncorrelated, their values are independent of each other, and changes in one variable have no influence or impact on the other variable. In other words, knowing the value of one variable does not provide any useful information about the value of the other.
Uncorrelated variables are often seen as separate and unrelated entities, with any changes or patterns observed in one variable having no bearing on the other. This lack of correlation allows for greater independence and flexibility when analyzing or manipulating the variables in research, modeling, or other analytical contexts.
It is important to note that uncorrelated does not imply causation, as no cause-and-effect relationship is stated or implied between the variables. It simply indicates that the variables do not exhibit any consistent pattern or behavior that can be linked to each other. Uncorrelated variables are commonly encountered and sought after in fields such as finance, where diversification and reduced risk can be achieved by combining assets that are not highly correlated.
The word "uncorrelated" is derived from the combination of the prefix "un-" and the word "correlated".
- The prefix "un-" is derived from Old English and Middle English, meaning "not" or "lack of". It is commonly used to negate the meaning of a word.
- The word "correlated" is derived from the Latin word "correlatus", which is the past participle of "correlare". "Correlare" comprises "cor-" meaning "together" or "with" and "relare" meaning "to carry back" or "to bring back". Therefore, "correlare" conveys the idea of bringing things together or establishing a connection between them.