Transfer of Global Measures of Dependence into Cumulative Local

Dimitrov, Boyan N.; Esa, Sahib; Kolev, Nikolai; Pitselis, Georgios

doi:10.4236/am.2014.54058

Search citation statements

Order By: Relevance

Paper Sections

Select...

Regression Coefficients As Measure Of Dependence1

Applications1

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2015

Publication Types

Select...

Article1

Relationship

Self Cite0

Independent1

Authors

Journals

Cited by 1 publication

(2 citation statements)

References 6 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Definition 2. We call a regression coefficient r B (A) of the event A with respect to the event B the difference between the conditional probability for the event A given the event B, and the conditional probability for the event A given the complementary event B, namely (6) r B (A) = P (A|B) − P (A|B).…”

Section: Regression Coefficients As Measure Of Dependencementioning

confidence: 99%

See 1 more Smart Citation

Dependence Structure of some Bivariate Distributions

Dimitrov

2015

SJC

View full text Add to dashboard Cite

Dependence in the world of uncertainty is a complex concept.However, it exists, is asymmetric, has magnitude and direction, and can bemeasured. We use some measures of dependence between random events toillustrate how to apply it in the study of dependence between non-numericbivariate variables and numeric random variables. Graphics show what isthe inner dependence structure in the Clayton Archimedean copula and theBivariate Poisson distribution. We know this approach is valid for studyingthe local dependence structure for any pair of random variables determinedby its empirical or theoretical distribution. And it can be used also to simulate dependent events and dependent r/v/’s, but some restrictions apply.ACM Computing Classification System (1998): G.3, J.2.

show abstract

Section: Regression Coefficients As Measure Of Dependencementioning

confidence: 99%

“…In Dimitrov et al [4], [5] and [6], these measures have been studied and called cumulative measures of dependence between components of a multivariate random vector. As an important geometric illustration of the dependence structure between two r.v.…”

Section: Applicationsmentioning

confidence: 99%

Dependence Structure of some Bivariate Distributions

Dimitrov

2015

SJC

View full text Add to dashboard Cite

show abstract

Transfer of Global Measures of Dependence into Cumulative Local

Abstract: We explore an idea of transferring some classic measures of global dependence between random variables , , ,

Cited by 1 publication

References 6 publications

Dependence Structure of some Bivariate Distributions

Dependence Structure of some Bivariate Distributions

Contact Info

Product

Resources

About