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,* email and 1,2,3email
Received: 15 February 2011; in revised form: 29 March 2011 / Accepted: 31 March 2011 / Published: 6 April 2011
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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
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MDPI and ACS Style

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.

AMA Style

Marrelec G, Benali H. Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions. Entropy. 2011; 13(4):805-819.

Chicago/Turabian Style

Marrelec, Guillaume; Benali, Habib. 2011. "Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions." Entropy 13, no. 4: 805-819.

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