English

The maximal correlation coefficient associated with the minimum

Probability 2026-03-27 v2

Abstract

For independent random variables (Xi)1in(X_i)_{1\leq i\leq n}, we consider the maximal correlation coefficient R=R(mini:1imXi,minj:+1jnXj)R=R(\min_{i:1\leq i\leq m}X_i,\min_{j:\ell+1\leq j\leq n}X_j). If X1,X2,,XnX_1,X_2,\ldots,X_n are identically distributed with the same continuous distribution, we find that R=(m)/m(n)R=(m-\ell)/\sqrt{m(n-\ell)}. For discrete distributions, we calculate the maximal correlation coefficient RR for Bernoulli distributions, geometric distributions, binomial distributions and Poisson distributions. Our paper answers a question in \cite[Section~6]{ChangChen}.

Keywords

Cite

@article{arxiv.2512.15135,
  title  = {The maximal correlation coefficient associated with the minimum},
  author = {Yinshan Chang and Qinwei Chen},
  journal= {arXiv preprint arXiv:2512.15135},
  year   = {2026}
}
R2 v1 2026-07-01T08:28:38.831Z