A note on correlation coefficient between random events

Czesław Stępniak

Discussiones Mathematicae Probability and Statistics (2015)

  • Volume: 35, Issue: 1-2, page 57-60
  • ISSN: 1509-9423

Abstract

top
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.

How to cite

top

Czesław Stępniak. "A note on correlation coefficient between random events." Discussiones Mathematicae Probability and Statistics 35.1-2 (2015): 57-60. <http://eudml.org/doc/276479>.

@article{CzesławStępniak2015,
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.},
author = {Czesław Stępniak},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {correlation coefficient between random events; correlation coefficient for random variables; synergy phenomenon},
language = {eng},
number = {1-2},
pages = {57-60},
title = {A note on correlation coefficient between random events},
url = {http://eudml.org/doc/276479},
volume = {35},
year = {2015},
}

TY - JOUR
AU - Czesław Stępniak
TI - A note on correlation coefficient between random events
JO - Discussiones Mathematicae Probability and Statistics
PY - 2015
VL - 35
IS - 1-2
SP - 57
EP - 60
AB - 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.
LA - eng
KW - correlation coefficient between random events; correlation coefficient for random variables; synergy phenomenon
UR - http://eudml.org/doc/276479
ER -

References

top
  1. [1] P. Brémaud, An Introduction to Probabilistic Modeling (Springer-Verlag, New York, 1994). Zbl0652.60002
  2. [2] L.T. Kubik, Probability. A Textbook for Teaching Mathematics Studies (in Polish) 9Polish Scientific Publishers, Warsaw, 1980). 
  3. [3] K. Maciąg and C. Stępniak, Lack of synergy regression models, Comm. Statist. Theory Methods 43 (2014), 383-391. 
  4. [4] D. Stirzaker, Elementary Probability (Cambridge Univ. Press, Cambridge, 1994). 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.