A measure of mutual complete dependence in discrete variables through subcopula |
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| Institution: | 1. College of Sciences, Northwest Agriculture and Forest University, China;2. Department of Mathematical Sciences, New Mexico State University, USA;3. Department of Mathematics, Faculty of Sciences, Chiang Mai University, Thailand |
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| Abstract: | Siburg and Stoimenov 12] gave a measure of mutual complete dependence of continuous variables which is different from Spearman's ρ and Kendall's τ. In this paper, a similar measure of mutual complete dependence is applied to discrete variables. Also two measures for functional relationships, which are not bijection, are investigated. For illustration of our main results, several examples are given. |
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| Keywords: | Mutual complete dependence Subcopula Functional relationship Dependence measure Bilinear extension |
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