Statistics Based on Ranks - Uncertainty Coefficients

These are indices of stochastic dependence; the concept of stochastic dependence is derived from the information theory approach to the analysis of frequency tables. For more information, refer to the appropriate references (see Kullback, 1959; Ku & Kullback, 1968; Ku, Varner, & Kullback, 1971; see also Bishop, Fienberg, & Holland, 1975, p. 344-348). S(Y,X) refers to symmetrical dependence, S(X|Y) and S(Y|X) refer to asymmetrical dependence.