Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions

被引：2

作者：

Marrelec, Guillaume ^{[1
,2
,3
,4
]}

Benali, Habib ^{[1
,2
,3
,4
]}

机构：

[1] INSERM, U678, F-75013 Paris, France

[2] UPMC Univ Paris 06, UMR S U678, F-75013 Paris, France

[3] Univ Montreal, INSERM, Montreal, PQ H3W 1W5, Canada

[4] UPMC Univ Paris 06, LINeM, Montreal, PQ H3W 1W5, Canada

来源：

ENTROPY | 2011年 / 13卷 / 04期

关键词：

differential entropy; large sample; asymptotic approximation; multivariate normal distribution; sampling distribution; posterior distribution; mutual information; multiinformation; total correlation; multivariate; RELATIVE ENTROPY; INFORMATION;

D O I：

10.3390/e13040805

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In the present paper, we propose a large sample asymptotic approximation for the sampling and posterior distributions of differential entropy when the sample is composed of independent and identically distributed realization of a multivariate normal distribution.

引用

页码：805 / 819

页数：15

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