Statistical dependence (source code)

= Statistical dependence

= Dependent random variables
{synonym}

Two <random variables> are statistically dependent when their joint <probability distribution> differs from the product of their marginal <probability distributions>. Equivalently, some events determined by the two variables violate the product rule that defines <independence>. Nonzero <covariance> implies statistical dependence when the moments exist, but zero <covariance> does not in general imply <independence>.