Correlation between two random input variables might not change the mean of an output,but it can definitely affect the variability and shape of an output distribution.

Question

Quizplus · Accepted Answer

Correlation between input variables does not alter the mean of an output directly, but it can influence the spread (variability) and the distribution shape of the output because it introduces a relationship between the variables that can affect how they jointly influence the output.

Correlation Between Two Random Input Variables Might Not Change the Mean