Easy · Statistics & Statistical Inference · Free response · ~5 min · #76
Uncorrelated but Not Independent
Real interview · Two Sigma
Give an example of two random variables that are uncorrelated but not independent, and explain why this matters when screening data for relationships.
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Worked solution
Give the problem an honest attempt first, then reveal the full explanation.
Reported in interviews
- Two SigmaGlassdoor interview question
Reported as a data question about identifying data that is uncorrelated but not independent.
Candidate-reported and unverified; the firm may phrase it differently or no longer ask it. The wording here is our own paraphrase, and the solution was written and checked independently of any answers posted at the source.
Related questions
Concepts
Correlation measures linear dependence only
Relevant for
Quant ResearcherDesk Quant