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

页码：51 / 63

页数：13

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