A Connection between Correlation and Contingency

Abstract

Let us consider a discontinuous bivariate distribution. That is, let us consider N × Q non-negative values pνq (ν = 1, 2, …, N; q = 1, 2, …, Q), being the theoretical probabilities of the νth value of a variate Xμ (μ = 1, 2, …, N) concurring with the qth value of a second variate Ys (s = 1, 2, …, Q).