The first image onbelow (source https://en.wikipedia.org/wiki/Correlation_and_dependenceWikipedia) has a number of examples on the third row, in particular the first and the fourth example have a strong dependent relationship, but 0 correlation (and 0 covariance).
The first image on https://en.wikipedia.org/wiki/Correlation_and_dependence has a number of examples on the third row, in particular the first and the fourth example have a strong dependent relationship, but 0 correlation (and 0 covariance).
The image below (source Wikipedia) has a number of examples on the third row, in particular the first and the fourth example have a strong dependent relationship, but 0 correlation (and 0 covariance).
