I’m kind of having trouble with coming up with an example/thought experiment that could explain this. I tried to look around for a simpler explanation but wasn’t really able to find any. I do know that two independent variables have a covariance of 0 but why is it that the other way around does not work?
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The other answers are good. If you haven’t seen it, might I suggest [the datasaurus rex](https://blog.revolutionanalytics.com/2017/05/the-datasaurus-dozen.html)?
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