A note on correlation coefficient between random events
Discussiones Mathematicae. Probability and Statistics, Tome 35 (2015) no. 1-2, pp. 57-60
Correlation coefficient is a well known measure of (linear) dependence between random variables. In his textbook published in 1980 L.T. Kubik introduced an analogue of such measure for random events A and B and studied its basic properties. We reveal that this measure reduces to the usual correlation coefficient between the indicator functions of A and B. In consequence the resuts by Kubik are obtained and strenghted directly. This is essential because the textbook is recommended by many universities in Poland.
Keywords:
correlation coefficient between random events, correlation coefficient for random variables, synergy phenomenon
@article{DMPS_2015_35_1-2_a3,
author = {St\k{e}pniak, Czes{\l}aw},
title = {A note on correlation coefficient between random events},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {57--60},
year = {2015},
volume = {35},
number = {1-2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2015_35_1-2_a3/}
}
Stępniak, Czesław. A note on correlation coefficient between random events. Discussiones Mathematicae. Probability and Statistics, Tome 35 (2015) no. 1-2, pp. 57-60. http://geodesic.mathdoc.fr/item/DMPS_2015_35_1-2_a3/
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[4] D. Stirzaker, Elementary Probability (Cambridge Univ. Press, Cambridge, 1994).