MediumProbabilitypr-041

Correlation of Bernoulli Variables

Problem

Correlation coefficient of two Bernoulli variables.

rho = (P(A and B) - P(A) * P(B)) / sqrt(P(A) * (1 - P(A)) * P(B) * (1 - P(B))). Return 0.0 when the denominator is 0.

Hint

Normalize the covariance by the product of the two standard deviations.

case 1

in: [0.5,0.5,0.25]

expected: 0

case 2

in: [0.5,0.5,0.4]

expected: 0.6000000000000001

case 3

in: [0.2,0.3,0.06]

expected: 0

case 4

in: [0.5,0.5,0]

expected: -1

case 5

in: [0,0.5,0]

expected: 0

Starter codePython

import math


def correlation_bernoulli(p_a, p_b, p_ab):
    # Your code here
    pass

5 test cases · run your code against them in the editor