Dependency measure for sets of random events or random variables

Jordan Stoyanov

Statistics & Probability Letters, 1995, vol. 23, issue 1, 13-20

Abstract: For sets of random events or variables ranging from mutual independence to total dependence we introduce a dependency measure based on a more detailed definition of the independency property. The separating property of that measure allows to order sets of random elements as "more" or as "less" dependent. Related topics are also discussed.

Keywords: Mutual; and; partial; independence; Total; dependence; Dependency; measure; Separating; property; Ordering (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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