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Expand file tree Collapse file tree Original file line number Diff line number Diff line change 3737Then, the [ mutual information] ( /D/mi ) of $X$ and $Y$ is
3838
3939$$ \label{eq:bvn-lincomb}
40- \mathrm{I}(X,Y) = -\frac{1}{2} \ln ( 1-\rho^2)
40+ \mathrm{I}(X,Y) = -\frac{1}{2} \ln \left( 1-\rho^2 \right )
4141$$
4242
4343where $\rho$ is the [ correlation] ( /D/corr ) of $X$ and $Y$.
@@ -49,7 +49,7 @@ $$ \label{eq:cmi-mjde}
4949\mathrm{I}(X,Y) = \mathrm{h}(X) + \mathrm{h}(Y) - \mathrm{h}(X,Y) \; .
5050$$
5151
52- The [ marginal distributions of the multivariate normal distribution are also multivariate normal]
52+ The [ marginal distributions of the multivariate normal distribution are also multivariate normal] ( /P/mvn-marg )
5353
5454$$ \label{eq:mvn-marg}
5555\left[ \begin{matrix} X_1 \\ X_2 \end{matrix} \right] \sim
@@ -104,6 +104,6 @@ $$ \label{eq:bvn-mi}
104104&= \frac{1}{2} \ln \left[ \frac{\sigma_1^2 \sigma_2^2}{\sigma_1^2 \sigma_2^2 - (\rho \, \sigma_1 \sigma_2)^2} \right] \\
105105&= \frac{1}{2} \ln \left[ \frac{\sigma_1^2 \sigma_2^2}{\sigma_1^2 \sigma_2^2 (1-\rho^2)} \right] \\
106106&= \frac{1}{2} \ln \left[ \frac{1}{1-\rho^2} \right] \\
107- &= -\frac{1}{2} \ln ( 1-\rho^2) \; .
107+ &= -\frac{1}{2} \ln \ln \left( 1-\rho^2 \right ) \; .
108108\end{split}
109109$$
Original file line number Diff line number Diff line change @@ -49,7 +49,7 @@ $$ \label{eq:cmi-mjde}
4949\mathrm{I}(X,Y) = \mathrm{h}(X) + \mathrm{h}(Y) - \mathrm{h}(X,Y) \; .
5050$$
5151
52- The [ marginal distributions of the multivariate normal distribution are also multivariate normal]
52+ The [ marginal distributions of the multivariate normal distribution are also multivariate normal] ( /P/mvn-marg )
5353
5454$$ \label{eq:mvn-marg}
5555\left[ \begin{matrix} X_1 \\ X_2 \end{matrix} \right] \sim
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