I am trying to find the correlation between Uniform R.V.s using the Correlation command in mathematica, but it seems that either I am implementing it wrong or the software cannot find the answer. My code is pretty straight forward:
Correlation[UniformDistribution[], Sqrt[1-(UniformDistribution[])^2]]
I also tried
Correlation[x, Sqrt[1-(x)^2], x \[Distributed] UniformDistribution[]]
I am aware that I can implement directly the definition of correlation and compute it in terms of expectation, but I was wondering if it was possible directly through this function.
Correlation
says "Correlation[v1,v2] gives the correlation between the vectors v1 and v2... The lists v1 and v2 must be the same length..." and it doesn't look like you are testing this on two vectors of values. If you study the documentation and click on the orange "Details" and study do you come to the same conclusion? $\endgroup$ – Bill Oct 31 '19 at 3:08