View source for Positive correlation

Assuming finite [[variance]]s, two random variables $X$ and $Y$ are positively correlated if $\mathbf{E}(XY) > \mathbf{E}X\,\mathbf{E}Y$, where $\mathbf{E}X$ denotes the [[mathematical expectation]] of $X$. In case the conditional mean of $X$ given $Y$ is linear in $Y$, positive correlation implies that this conditional mean is increasing in $Y$.

See [[Correlation (in statistics)]].

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