Statistical Dependence and Independence

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Nanny Wermuth

Nanny Wermuth

Universität Mainz, Mainz, Germany

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D. R. Cox

D. R. Cox

University of Oxford, Oxford, UK

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First published: 15 July 2005
Citations: 3

Abstract

Statistical dependence is a type of relation between different characteristics measured on the same units. At one extreme is deterministic dependence; at the other is statistical independence, where the distribution of one variable is the same for all levels of the other. With more than two variables, an important distinction is between marginal and conditional dependence. In many contexts, the degree of dependence may be summarized by a suitable measure of association, perhaps as part of a general model. Reference is made to graphical models.

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