A Comparison between Entropy-Based Association Measures and other Qualitative Association Measures

There are various statistics to measure the degree of association between qualitative variables in literature. Among them, some to mention are Pearson p ( the coefficient of contingency), phi-square, Tschuprow's contingency coefficient, and Cramér's contingency coefficient. In addition, statistics derived from the concept of entropy like mutual information, Kullback-Leibler divergence and Jeffreys divergence can also be used in measuring association.