Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions (Q657559)
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scientific article; zbMATH DE number 5995946
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| English | Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions |
scientific article; zbMATH DE number 5995946 |
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Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions (English)
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9 January 2012
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Summary: 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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differential entropy
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large sample
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asymptotic approximation
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multivariate normal distribution
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sampling distribution
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posterior distribution
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mutual information
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multiinformation
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total correlation
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multivariate constraint
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0.8852148
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0.88234997
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0.87986904
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0.8783047
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0.8771138
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