Comment by singhrac

Well, in the abstract it says: “[a coefficient] which is 0 if and only if the variables are independent and 1 if and only if one is a measurable function of the other”, the former property which is not true of general random variables (but is true of Gaussians, which is one part of the reason they are used everywhere). I’m not sure about the latter property, actually, but I also doubt it’s true.

Worth noting the author is a highly regarded professor at Stanford.