6533b872fe1ef96bd12d3138

RESEARCH PRODUCT

Statistical Dependence and Independence

David CoxNanny Wermuth

subject

Variable (computer science)Conditional dependenceExponential familyDistribution (mathematics)Variable-order Markov modelStatisticsEconometricsGraphical modelMarkov modelDegree (music)Independence (probability theory)Mathematics

description

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. Keywords: association; correlation; marginal; conditional; exponential family; graphical Markov models

https://doi.org/10.1002/0470011815.b2a15154