- Tytuł:
- A note on correlation coefficient between random events
- Autorzy:
- Stępniak, Czesław
- Powiązania:
- https://bibliotekanauki.pl/articles/729754.pdf
- Data publikacji:
- 2015
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
correlation coefficient between random events
correlation coefficient for random variables
synergy phenomenon - Opis:
- 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.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2015, 35, 1-2; 57-60
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki