Definition

Causation Coefficient

Consider a pair of random variables (X, Y) with ground truth G in {X rightarrow Y, X leftarrow Y, X leftrightarrow Y, X perp Y} drawn from an unknown mother distribution, and an estimator G^\hat{G} of GG based on (X, Y).

A causation coefficient C(X, Y) is defined as a real scalar value where a larger C(X, Y) indicates higher confidence that G = [X rightarrow Y]. It must have the following properties:

  1. [Anti-symmetry] C(X,Y)=C(Y,X)C(X, Y) = -C(Y, X)
  2. [Discriminant] C(X,Y)>θ0G^=[XY]C(X, Y) > \theta \ge 0 \Rightarrow \hat{G} = [X \rightarrow Y] (and G^[XY]\hat{G} \neq [X \rightarrow Y] otherwise)
  3. [Arbitrary units] C(aX+b,cY+d)=C(X,Y)C(aX+b, cY+d) = C(X, Y) for all a, b, c, d in mathbb{R} where a0a \neq 0 and c0c \neq 0.

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Updated 2026-06-12

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Data Science