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Collapsibility of distribution dependence
Author(s) -
Ma Zongming,
Xie Xianchao,
Geng Zhi
Publication year - 2006
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/j.1467-9868.2005.00536.x
Subject(s) - mathematics , random variable , measure (data warehouse) , variable (mathematics) , derivative (finance) , distribution (mathematics) , conditional probability distribution , statistics , statistical physics , mathematical analysis , physics , computer science , data mining , financial economics , economics
Summary.  Cox and Wermuth proposed that the partial derivative of the conditional distribution function of a random variable Y given another X is used for measuring association between two variables with arbitrary distributions. The paper presents a necessary and sufficient condition for uniform collapsibility of this association measure over a third variable W .

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