The maximal correlation coefficient associated with the minimum
Probability
2026-03-27 v2
Abstract
For independent random variables , we consider the maximal correlation coefficient . If are identically distributed with the same continuous distribution, we find that . For discrete distributions, we calculate the maximal correlation coefficient 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}
}