MULTIVARIATE MUTUAL INFORMATION - SAMPLING DISTRIBUTION WITH APPLICATIONS
MULTIVARIATE MUTUAL INFORMATION - SAMPLING DISTRIBUTION WITH APPLICATIONS
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DOI：
10.1080/03610929408831324
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发表时间：
1994-01-01
影响因子：
0.8
通讯作者：
GUERRERO, JL
中科院分区：
文献类型：
--
作者：
GUERRERO, JL
在多元正态性假设下，研究了p-变量样本互信息的概率分布。作为一个应用程序，互信息的概念是用来开发一个质量控制图，以确定一个过程的相关结构的样本互信息的分布，得到精确和渐近近似。当由互信息给出的相关结构“失控”时，我们使用Bonferroni不等式的修改版本。
The probability distribution of the sample mutual information is studied for p-variables under the assumption of multivariate normality. Exact and asymptotic approximations are obtained for the distribution of the sample mutual information for different structures of the correlation matrix P. As an application, the concept of mutual information is used to develop a quality control chart to determine the correlation structure of a process. When a correlation structure, given by the mutual information, is ''out-of-control'' we use a modified version of the Bonferroni inequality.