This article is cited in 5 papers

On a Measure of Stochastic Dependence

S. P. Lloyd

Bell Telephone Laboratories, Murray Hill, New Jersey

Abstract: An explicit expression is found for the amount of information (in the sense of A. N. Kolmogorov) about one $\sigma$-subalgebra contained in another $\sigma$-subalgebra of an abstract algebra with a probability measure. The formula obtained is generalized to a system of subalgebras of any cardinal number. The generalized quantity is a natural measure of the amount of stochastic dependence an such a system.

Received: 28.09.1960

Language: English

 English version: Theory of Probability and its Applications, 1962, 7:3, 301–312