Figure 1.

The covariability or information shared between a site in the brain (gray circle) and other sites (remaining circles) may be equal or redundant (same information I₁) or different or non-redundant (informations I₁, I₂, I₃). In the simple case where all I_n have the same intensity, averages of bivariate measures of association will assign the same amount of connectivity in both redundant and non-redundant scenarios, and truly multivariate measures will be required to quantify non-redundant connectivity.