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

被引：46
作者：
Moddemeijer, R [1 ]
机构：
[1] Univ Groningen, Dept Comp Sci, NL-9700 AV Groningen, Netherlands
来源：
SIGNAL PROCESSING | 1999年 / 75卷 / 01期
关键词：
sample mean; variance; statistic; mutual information; entropy; likelihood; dependent samples;
D O I：
10.1016/S0165-1684(98)00224-2
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
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 reliable statistic to estimate the variance of the sample mean in case of dependent observations. We derive and discuss this statistic and a statistic to estimate the variance of the mutual information estimator. These statistics are validated by simulations. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：51 / 63
页数：13
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