A note on correlation coefficient between random events

• Autorzy: Czesław Stępniak
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

correlation coefficient between random events; correlation coefficient for random variables; synergy phenomenon

Kategorie tematyczne

• 62J05: Linear regression
• 62H20: Measures of association (correlation, canonical correlation, etc.)

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2015
• Tom: 35
• Numer: 1-2
• Strony: 57-60

Daty

wydano

2015

otrzymano

2015-03-20

Twórcy

autor

Czesław Stępniak

• Department of Differential Equations and Statistics, Faculty of Mathematics and Natural Sciences, University of Rzeszów, Pigonia 1, 35-959 Rzeszów, Poland

Bibliografia

• [1] P. Brémaud, An Introduction to Probabilistic Modeling (Springer-Verlag, New York, 1994).
• [2] L.T. Kubik, Probability. A Textbook for Teaching Mathematics Studies (in Polish) 9Polish Scientific Publishers, Warsaw, 1980).
• [3] K. Maciąg and C. Stępniak, Lack of synergy regression models, Comm. Statist. Theory Methods 43 (2014), 383-391.
• [4] D. Stirzaker, Elementary Probability (Cambridge Univ. Press, Cambridge, 1994).

Identyfikatory

DOI

10.7151/dmps.1177