A non-symmetric measure of association (“uncertainty coefficient”?) between and measures the percentage of entropy reduced from if is given:
Or the percentage of entropy reduced from if is given:
Where , the mutual information of and , is non-negative and symmetric.
Anyway, equals 0 if no association, 1 if knowing fully predicts (i.e. is a function of ).
A symmetric measure can be made of a weighted average of and :
Relation to or measures like Cramer’s V etc.:
No obvious relation. Generated some 2×2 contigency tables and plotted their vs Cramer’s V: