Mutual information (http://www.engineering.usu.edu/classes/ece/7680/lecture2/node3.html), as you suggest, would be appropriate when you have appropriate models for the random nature of both variables, separately and together.
More generally, what problem are you trying to solve with this? Who will use the numbers? How will they use them?
hope this helps. spencer graves
Murray Jorgensen wrote:
I'm wondering if mutual information al la Cover & Thomas (1991, Ch 2) is not the killer association measure for all types of random variables?
Murray Jorgensen
PS Yes, this is probably OT!
Richard A. O'Keefe wrote:
What's the reommended way, in R, to determine the strength of association between a discrete variable and a continuous variable?
Yes, I have read the manuals, trawled the archives, &c.
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