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How to make the question about the relation between statistics and set theory clearer?

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Question in question: Is there any relation between intersection in set theory and correlation in statistics?

It is closed as lacking details or clarity. According to one mod, the question "might be answerable, but there are a lot of different possible answers, so it would help to rephrase that question into something more specific." However, I don't know what I should include more. Can you give some examples on how this question can be answered in different ways, so I can choose the one I'm interested most?


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