What does it mean to say that two variables are uncorrelated?

When two variables are uncorrelated, it means that there is no linear relationship between them; changes in one variable do not predict changes in the other. This is often quantified using Pearson's correlation coefficient, which equals zero when the variables are uncorrelated. However, uncorrelated does not imply independence; the variables could still have a nonlinear relationship. In summary, uncorrelated variables suggest a lack of linear association, but other types of relationships may still exist.