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Correlated scattering occurs naturally in frequency-selective fading channels and its impact on the performance needs to be understood. In particular, we answer the question whether the uncorrelated scattering model leads to an optimistic or pessimistic estimation of the actual average capacity. In the paper, we use majorization for functions to show that the average rate with perfectly informed receiver is largest for uncorrelated scattering if the transmitter is uninformed. If the transmitter knows the channel statistics, it can exploit this knowledge. We show that for small SNR, the behavior is opposite, uncorrelated scattering leads to a lower bound on the average capacity. Finally, we provide an example of the theoretical results for an attenuated Ornstein-Uhlenbeck process including illustrations.