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

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

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.

Bibliographic Details
Main Authors: Habib Benali, Guillaume Marrelec
Format: Article
Language:English
Published: MDPI AG 2011-04-01
Series:Entropy
Subjects:
differential entropy
large sample
asymptotic approximation
multivariate normal distribution
sampling distribution
posterior distribution
mutual information
multiinformation
total correlation
multivariate constraint
Online Access:http://www.mdpi.com/1099-4300/13/4/805/

Internet

http://www.mdpi.com/1099-4300/13/4/805/

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