Please consider the following R Script:
x = c(1,2,3)
y = c(1,2,9)
cor(x,y)
These three lines will produce, as I expected, the correlation between
the variables x and y. However, R is going to assume that the
probability that x = 1 is the same as the probability that x = 2.
Suppose I know the probability that x = 1 is 0.5 and the probability
that x = 2 (or x = 3 ) is 0.25. I believe that would effect the
correlation between the variables x and y. How do I tell R about these
probabilities?
I thank the group in advance for their responses to this post.
Bob