Next Article in Journal
A Probabilistic Description of the Configurational Entropy of Mixing
Next Article in Special Issue
Coarse Dynamics for Coarse Modeling: An Example From Population Biology
Previous Article in Journal
Randomized Binary Consensus with Faulty Agents
Previous Article in Special Issue
Infinite Excess Entropy Processes with Countable-State Generators

Exact Test of Independence Using Mutual Information

Army RDECOM, RDMR-WDS-WO, Redstone Arsenal, AL 35898, USA
Torch Technologies, Inc., Huntsville, AL 35802, USA
Author to whom correspondence should be addressed.
Entropy 2014, 16(5), 2839-2849;
Received: 18 February 2014 / Revised: 15 May 2014 / Accepted: 20 May 2014 / Published: 23 May 2014
(This article belongs to the Special Issue Information in Dynamical Systems and Complex Systems)
Using a recently discovered method for producing random symbol sequences with prescribed transition counts, we present an exact null hypothesis significance test (NHST) for mutual information between two random variables, the null hypothesis being that the mutual information is zero (i.e., independence). The exact tests reported in the literature assume that data samples for each variable are sequentially independent and identically distributed (iid). In general, time series data have dependencies (Markov structure) that violate this condition. The algorithm given in this paper is the first exact significance test of mutual information that takes into account the Markov structure. When the Markov order is not known or indefinite, an exact test is used to determine an effective Markov order. View Full-Text
Keywords: mutual information; significance test; surrogate data mutual information; significance test; surrogate data
Show Figures

MDPI and ACS Style

Pethel, S.D.; Hahs, D.W. Exact Test of Independence Using Mutual Information. Entropy 2014, 16, 2839-2849.

AMA Style

Pethel SD, Hahs DW. Exact Test of Independence Using Mutual Information. Entropy. 2014; 16(5):2839-2849.

Chicago/Turabian Style

Pethel, Shawn D., and Daniel W. Hahs 2014. "Exact Test of Independence Using Mutual Information" Entropy 16, no. 5: 2839-2849.

Find Other Styles

Article Access Map by Country/Region

Only visits after 24 November 2015 are recorded.
Back to TopTop