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1994 | OriginalPaper | Buchkapitel

Stochastic Dependence and Functional Relationships

verfasst von : Wassily Hoeffding

Erschienen in: The Collected Works of Wassily Hoeffding

Verlag: Springer New York

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§1. If a quantity α is to serve as a measure of the degree of relationship between two random variables X and Y, we will want to place three fundamental conditions on it, among others: I.α should lie between two fixed finite bounds (say 0 and 1).II.α should equal the lower bound if and only if X and Y are stochastically independent.III.α should equal the upper bound if and only if X and Y are functionally dependent.

Metadaten
Titel
Stochastic Dependence and Functional Relationships
verfasst von
Wassily Hoeffding
Copyright-Jahr
1994
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-0865-5_6