Exact Test of Independence Using Mutual Information

Exact Test of Independence Using Mutual Information

Using a recently discovered method for producing random symbol sequences with prescribed transition counts, we present an exact null hypothesis significance test (NHST) for mutual information between two random variables, the null hypothesis being that the mutual information is zero (i.e., independe...

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Bibliographic Details
Main Authors: Shawn D. Pethel, Daniel W. Hahs
Format: Article
Language:English
Published: MDPI AG 2014-05-01
Series:Entropy
Subjects:
mutual information
significance test
surrogate data
Online Access:http://www.mdpi.com/1099-4300/16/5/2839

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