Sugeno's λ-measure is the most often used fuzzy measure to aggregate criteria in decision making problems with the assumption that there are interactions among criteria. This paper pointed out that Sugeno's λ-measure has following four faults: 1. Its solution of nonadditive measure does not always exist. 2. It is not reasonable that the associative coefficients, λ value, of the different basic events are all equal. 3. It can not be consider to treat the problem of mixture fuzzy measure. 4. The associative coefficients, λ value, of the different basic events can not adequately response the real relation between the different basic events. In this study, we proposed an improved fuzzy measure based on λ-measure by using correlation coefficients replacing associative coefficients, and this improved fuzzy measure, ρ(superscript *)-measure, has overcome above four faults. Furthermore, our proposed ρ(superscript *)-measure is used to calculate two different kinds of fuzzy integral, Choquet integral and Sugeno integral, for student's performance based on a Basic Competence Test in four simple examples. The results show that ρ(superscript *)-measure is more useful then λ-measure and m-measure to aggregate criteria in decision making problems when the interactions among criteria exist.