© 1986 by Biometrika Trust
Measures of dependence in normal models and exponential models by information gain
Department of Engineering Mathematics, Faculty of Engineering, Nagoya University Nagoya, Japan
Department of Applied Mathematics, Faculty of Engineering Science, Osaka University Toyonaka, Osaka, Japan
The principle of obtaining a measure of dependence based on the notion of information gain is examined for normal models and for several bivariate exponential models. It is shown that, under normal models, the principle usually gives good measures. It is also shown that it gives interesting measures for some exponential models.
Key Words: Bivariate exponential distribution Information gain Interciass correlation Intraclass correlation Measure of dependence Multivariate normal distribution