Dependency measure for sets of random events or random variables

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.

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Year of publication:	1995
Authors:	Stoyanov, Jordan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 1, p. 13-20
Publisher:	Elsevier
Keywords:	Mutual and partial independence Total dependence Dependency measure Separating property Ordering

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319330