Correlation, nocorrelation and extended stats

I blogged about extended stats in my earlier blog, extended stats, and also documented that as an investigation in Investigations: extended stats and multi-column correlation. I was testing extended stats further and ran in to some interesting situations.

Extended stats can be used to store correlation between columns. Correlation between two columns needs to detect at least, two properties of the column values:

1. Correlated column values
2. Uncorrelated column values

Let’s explore this further.
Test case