Multivariate mutual independence test
4 views (last 30 days)
Show older comments
Hi everyone,
I have a series of observations {Xi,Yi,Zi} for random variable X, Y and Z, who actual distribution is unknown. Now I want to test if X, Y and Z are mutual independent based on these observations, can anyone help me? What about more than 3 variables?
Some pairwise independence tests like this one http://www.gatsby.ucl.ac.uk/~gretton/indepTestFiles/indep.htm are available, but I haven't found such tests for multivariate mutual independence yet?
BTW, all random variables are continuous, so chi-square independence test may not, at least directly, work.
Thanks in advance.
p.s. I posted this in the newsgroup as well. I'm not sure if it is allowed to cross-post. If not, please discard this post.
0 Comments
Answers (0)
See Also
Categories
Find more on Hypothesis Tests in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!