A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations

In the case of two signals with independent pairs of observations ( x n , y n ) a statistic to estimate the variance of the histogram based mutual information estimator has been derived earlier. We present such a statistic for dependent pairs. To derive this statistic it is necessary to avail of a r...

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Veröffentlicht in:	Signal processing 1999-01, Vol.75 (1), p.51-63
1. Verfasser:	Moddemeijer, R.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Dependent samples Entropy Exact sciences and technology Information, signal and communications theory Likelihood Mutual information Sample mean Signal and communications theory Signal, noise Statistic Telecommunications and information theory Variance
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