- #1
mnb96
- 715
- 5
Hello,
I have two random variables [itex]X[/itex] and [itex]Y[/itex] that can take values of the kind [itex](a,b)[/itex] where [itex]a,b\in \{ 0,1,2,3 \}[/itex]. Thus, the sample space has only 16 elements.
I have, say, N observations for both X and Y, and I would like to know if there is some correlation between X and Y.
- How is this typically done? Perhaps by calculating the mutual information between X and Y?
- Should I treat X and Y as 2-dimensional random variables? Or is it better to convert them to 1-dimensional random variables by using the mapping [itex](a,b)\longmapsto 4a+b[/itex] ?
In this way the sample space would simply become [itex]\{ 0,1,2,\ldots,15\}[/itex].
I have two random variables [itex]X[/itex] and [itex]Y[/itex] that can take values of the kind [itex](a,b)[/itex] where [itex]a,b\in \{ 0,1,2,3 \}[/itex]. Thus, the sample space has only 16 elements.
I have, say, N observations for both X and Y, and I would like to know if there is some correlation between X and Y.
- How is this typically done? Perhaps by calculating the mutual information between X and Y?
- Should I treat X and Y as 2-dimensional random variables? Or is it better to convert them to 1-dimensional random variables by using the mapping [itex](a,b)\longmapsto 4a+b[/itex] ?
In this way the sample space would simply become [itex]\{ 0,1,2,\ldots,15\}[/itex].