ArticleOriginal scientific text
Title
A note on correlation coefficient between random events
Authors 1
Affiliations
- Department of Differential Equations and Statistics, Faculty of Mathematics and Natural Sciences, University of Rzeszów, Pigonia 1, 35-959 Rzeszów, Poland
Abstract
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
Bibliography
- P. Brémaud, An Introduction to Probabilistic Modeling (Springer-Verlag, New York, 1994).
- L.T. Kubik, Probability. A Textbook for Teaching Mathematics Studies (in Polish) 9Polish Scientific Publishers, Warsaw, 1980).
- K. Maciąg and C. Stępniak, Lack of synergy regression models, Comm. Statist. Theory Methods 43 (2014), 383-391.
- D. Stirzaker, Elementary Probability (Cambridge Univ. Press, Cambridge, 1994).