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Significance testing of information theoretic functionals

✍ Scribed by Mark S. Roulston

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
385 KB
Volume
110
Category
Article
ISSN
0167-2789

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✦ Synopsis

A transformation is derived, such that, under the transformation the mutual information of two unrelated variables is a normally distributed random variable with zero mean and unit variance. It is demonstrated that the transformed mutual information can be used as a test statistic to test the statistical significance of the relationship between variables and provides an alternative to the method of surrogate data. If the mutual information is regarded as a generalization of the linear correlation coefficient then this test statistic can be regarded as analogous to the Fisher-Z test statistic.

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