DEPENDENCY MEASURE FOR SETS OF RANDOM EVENTS OR RANDOM-VARIABLES

被引：3

作者：

STOYANOV, J ^{[1
]}

机构：

[1] BULGARIAN ACAD SCI,INST MATH,BU-1090 SOFIA,BULGARIA

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 23卷 / 01期

关键词：

MUTUAL AND PARTIAL INDEPENDENCE; TOTAL DEPENDENCE; DEPENDENCY MEASURE; SEPARATING PROPERTY; ORDERING;

D O I：

10.1016/0167-7152(94)00089-Q

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：13 / 20

页数：8

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