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

doi:10.3390/e13040805

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

G. Marrelec, Habib Benali

Apr 6, 2011

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Journal

Entropy

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Key Takeaway

Key Takeaway: This approximation is useful for estimating the sampling and posterior distributions of differential entropy for multivariate normal distributions with independent and identically distributed realizations.

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.

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