A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations
نویسنده
چکیده
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. ( 1999 Elsevier Science B.V. All rights reserved.
منابع مشابه
The Variance of the Mutual Information Estimator
In the case of two signals with independent pairs of observations (xn; yn) a statistic to estimate the variance of the 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...
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ورودعنوان ژورنال:
- Signal Processing
دوره 75 شماره
صفحات -
تاریخ انتشار 1999