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.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1177,
author = {Czes\l aw St\k epniak},
title = {A note on correlation coefficient between random events},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {35},
year = {2015},
pages = {57-60},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1177}
}
Czesław Stępniak. A note on correlation coefficient between random events. Discussiones Mathematicae Probability and Statistics, Tome 35 (2015) pp. 57-60. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1177/
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