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Entropy 2011, 13(4), 805-819; doi:10.3390/e13040805
Article

Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions

1,2,3,*  and 1,2,3
1 Inserm, U678, Paris, F-75013, France 2 UPMC Univ Paris 06, UMR_S U678, Paris, F-75013, France 3 Inserm, Université de Montréal, and UPMC Univ Paris 06, LINeM, Montréal, QC, H3W 1W5, Canada
* Author to whom correspondence should be addressed.
Received: 15 February 2011 / Revised: 29 March 2011 / Accepted: 31 March 2011 / Published: 6 April 2011
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Abstract

In the present paper, 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.
Keywords: differential entropy; large sample; asymptotic approximation; multivariate normal distribution; sampling distribution; posterior distribution; mutual information; multiinformation; total correlation; multivariate constraint
differential entropy; large sample; asymptotic approximation; multivariate normal distribution; sampling distribution; posterior distribution; mutual information; multiinformation; total correlation; multivariate constraint
This is an open access article distributed under the Creative Commons Attribution License (CC BY 3.0).

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Marrelec, G.; Benali, H. Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions. Entropy 2011, 13, 805-819.

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