On mutual information estimation for mixed-pair random variables

Publication date: Available online 2 January 2019Source: Statistics & Probability LettersAuthor(s): Aleksandr Beknazaryan, Xin Dang, Hailin SangAbstractWe study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The estimates enjoy a central limit theorem under some regular conditions on the distributions. The theoretical results are demonstrated by simulation study.

Source: Statistics and Probability Letters - January 3, 2019 Category: Statistics Source Type: research