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 disbribution.

Question

Quizplus · Accepted Answer

Correlation between two input variables can affect the variability and shape of an output distribution even if it does not change the mean. Correlation measures the strength of the relationship between two variables, and this relationship can impact how the output distribution is shaped and how spread out the values are.

Correlation Between Two Random Input Variables Might Not Change the Mean