# Correlation vs Dependance

There is no direct connection between correlation.&#x20;

**Correlation -** Correlation only measures the linear association between the two random variable. Two dependant random variables might still have zero correlation if the association is not linear between them.

**Independent variable -** The notion of independant RV tells, if knowing about any of the one RV will tell any information about the other. Mathematically if X and Y are independent RV, then.&#x20;

$$
P(Y|X) = P(Y), P(X|Y) = P(X), P(X,Y) = P(X)P(Y)
$$

#### Example of Dependent but uncorrelated variables

{% embed url="https://stats.stackexchange.com/questions/179511/why-zero-correlation-does-not-necessarily-imply-independence" %}

* If independent, then definitely uncorrelated
* If Dependent, then might correlated or uncorrelated
* If uncorrelated, may or may not be independent.&#x20;
* If correlated, then definitely dependent.&#x20;
