Graphical Methods for Correlation and Independence

When the correlation of two random variables is weak, the value of one variable can not be used effectively to predict the other. Even when most of the values are overlapped, it is difficult to find a linear relationship. In this paper, we propose two graphical methods of representing the measures of correlation and independence between two random variables. The first method is used to represent their degree of correlation, and the other is used to represent their independence. Both of these methods are based on the cumulative distribution functions defined in this work.