So I am reading What does orthogonal mean in the context of statistics?, and there are contradictory answers. The most upvoted answer says that "Therefore, orthogonality does not imply independence."

Yet, the link in the second most upvoted answer suggests otherwise. So what is true? Additionally, what is the relationship between orthogonal vectors and correlation between the vectors?

The below are diagrams from the second most upvoted answer...

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  • $\begingroup$ Uncorrelated does not mean independent. $\endgroup$ – Dave Aug 9 '20 at 18:59

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