I have N sets of data with M variables. The variables are continous. I want to know if variable a is independent of the M-1 other variables. What stat test do I use? The chi-square test is sort of what I want but it is for non-continous, catagorized variables.
Am I right in thinking that if we have three variables, A, B, and C, that A can be independent of B and A can be independent of C individually but A can still be dependent on B and C together? (hope that makes sense.)