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Two random independent variables ($P$: "two variables are independent") are uncorrelated ($Q$: "two variables - the same two involved in sentence $P$ - are uncorrelated"), or using the words of logic $P \rightarrow Q$.

Now, we can reverse the logical implication, negating both sentences as $\overline{Q} \rightarrow \overline{P}$, that can be written as "if two random variables are not uncorrelated (i.e. their correlation is not identically equal to zero), they are not independent".

The last sentence seems to contradict the more famous sentence "correlation is not causation".

What am I missing, or where is the mistake in this apparent contradiction? Is the exact correlation ($\rho_{PQ} = 1$) involved in the sentence "correlation is not causation"?

basics
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  • It isn't clear to me what you mean by "causation". – Galen Jan 15 '23 at 17:10
  • @Galen "causation" in the broadly qualitative LinkedIn-style language means that there is some cause-consequence relationship between two random processes (or variable, here). I know that the last sentence is very qualitative, but everyone has listened it more than once in his/her life – basics Jan 15 '23 at 17:14
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    correlation is measure of linear association and the bottom row of the Wikipedia chart shows several examples of zero correlation without independence because the association is non-linear. Causation is a very different issue – Henry Jan 15 '23 at 17:40
  • @Henry I (should) know the difference. The point is not that of your comment – basics Jan 15 '23 at 17:53
  • Just because two variables are not independent doesn't mean there's a causal relationship between them. The price of gold and the price of bananas in New York city are both substantially higher than they were in 1800, but that doesn't mean the price increase of one caused the price increase of the other. – jbowman Jan 15 '23 at 18:22
  • @jbowman I'll take a look as soon as I can. It looks like that should answer my question, but I'll let you know – basics Jan 15 '23 at 18:27

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