uncorrelated random variables


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uncorrelated random variables

[¦ən′kär·ə‚lād·əd ′ran·dəm ′ver·ē·ə·bəlz]
(statistics)
Two random variables whose correlation coefficient is zero.
References in periodicals archive ?
where u is the standard uncorrelated random variables and [g.sub.i] and [h.sub.j] are the m inequality and n equality deterministic constraints with corresponding p probabilistic equalities and q probabilistic inequalities constraints.
In addition to reliability indices obtained for uncorrelated random variables, the sensitivity coefficients were analysed.
where [bar.[alpha]](x) denotes the mean value of [alpha](x;[theta]), [{[[xi].sub.i]([theta]}.sup.[infinity].sub.i=1] is a set of uncorrelated random variables, and [[lambda].sub.i] and [f.sub.i](x) are the eigen values and the eigen functions, respectively.