There are four reasons why random variables X and Y may be statistically correlated.
X causes Y. This corresponds to an arrow (directed path) from X to Y in a Bayesian network.
Y causes X. An arrow from Y to X.
There is a common cause of X and Y. This corresponds to a caret ^ upside-down V structure in a Bayesian network, with the common cause node as a parent (ancestor) of X and Y.
There was selection bias such that only correlated values of X and Y were observed. This corresponds to the famous V structure in a Bayesian network, with the vertex of the V (or descendant) observed, allowing influence to flow between X and Y which would otherwise be independent.
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