Does uncorrelated imply covariance is zero?

Question

I know that if covariance is zero then x and y are uncorrelated but does uncorrelated also imply covariance is zero?

This is true... Check here: http://en.wikipedia.org/wiki/Uncorrelated — nullgeppetto, May 15 '14 at 13:02

score 0 · Answer 1 · answered May 15 '14 at 13:05

0

Yes, because

$$\text{Corr}(x,y)=\frac{\text{Cov}(x,y)}{\sqrt{V(x)V(y)}},$$

where $V$ is the variance.

answered May 15 '14 at 13:05

JPi

1 Answers1