Im quite new to the world of statistics, and only just finished work on my first (successful) attempt to calculate mutual information scores.
Now lets say that for the column pairs AB, BC, CD and DE I have mutual information scores 0.1111, 0,9999, 1.23 and 1.5.
I need to use these values to accertain which of column pairs AB, BC, CD and DE are dependent of each other, and which are not.
To do so, I need to colculate a threshold limit. I assume that if the threshold level is X, the all MI scores larger than X means that the two columns are related, while scores < X means that the two columns are not related.
Can someone point me towards a suitable threhold calculation process?