An Estimator of Mutual Information and its Application to Independence Testing
This paper proposes a novel estimator of mutual information for discrete and continuous variables. The main feature of this estimator is that it is zero for a large sample size n if and only if the two variables are independent. The estimator can be used to construct several histograms, compute esti...
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Format: | Article |
Language: | English |
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MDPI AG
2016-03-01
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Series: | Entropy |
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Online Access: | http://www.mdpi.com/1099-4300/18/4/109 |