  Through computer simulations, we research several different measures of
dependence, including Pearson's and Spearman's correlation coefficients, the
maximal correlation, the distance correlation, a function of the mutual
information called the information coefficient of correlation, and the maximal
information coefficient (MIC). We compare how well these coefficients fulfill
the criteria of generality, power, and equitability. Furthermore, we consider
how the exact type of dependence, the amount of noise and the number of
observations affect their performance.
