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.
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| Format: | Article |
| Language: | English |
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MDPI AG
2011-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/13/4/805/ |
| _version_ | 1798041582346174464 |
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| author | Habib Benali Guillaume Marrelec |
| author_facet | Habib Benali Guillaume Marrelec |
| author_sort | Habib Benali |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-11T22:23:32Z |
| format | Article |
| id | doaj.art-2efbb3d4699f47f487d5d9037dcba20f |
| institution | Directory Open Access Journal |
| issn | 1099-4300 |
| language | English |
| last_indexed | 2024-04-11T22:23:32Z |
| publishDate | 2011-04-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Entropy |
| spelling | doaj.art-2efbb3d4699f47f487d5d9037dcba20f2022-12-22T03:59:54ZengMDPI AGEntropy1099-43002011-04-0113480581910.3390/e13040805Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal DistributionsHabib BenaliGuillaume MarrelecIn 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.http://www.mdpi.com/1099-4300/13/4/805/differential entropylarge sampleasymptotic approximationmultivariate normal distributionsampling distributionposterior distributionmutual informationmultiinformationtotal correlationmultivariate constraint |
| spellingShingle | Habib Benali Guillaume Marrelec Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions Entropy differential entropy large sample asymptotic approximation multivariate normal distribution sampling distribution posterior distribution mutual information multiinformation total correlation multivariate constraint |
| title | Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions |
| title_full | Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions |
| title_fullStr | Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions |
| title_full_unstemmed | Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions |
| title_short | Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions |
| title_sort | large sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions |
| topic | differential entropy large sample asymptotic approximation multivariate normal distribution sampling distribution posterior distribution mutual information multiinformation total correlation multivariate constraint |
| url | http://www.mdpi.com/1099-4300/13/4/805/ |
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