An Entropy-Based Measure of Dependence Between Two Groups of Random Variables
- Author(s):
- Kong, Nan
- Publication Year:
- 2007
- Report Number:
- RR-07-20
- Source:
- ETS Research Report
- Document Type:
- Report
- Page Count:
- 18
- Subject/Key Words:
- Entropy, K-dependence, Variables
Abstract
Therefore, the K-dependence coefficient measures the total degree of dependence and not just the linear component of the dependence between the two groups of random variables. Furthermore, the concept of the K-dependence coefficient is extended by defining the partial K-dependence coefficient and the semipartial K-dependence coefficient. Properties of partial and semipartial K-dependence coefficients are also explored.
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- http://dx.doi.org/10.1002/j.2333-8504.2007.tb02062.x