Relationship between mutual information and copula''s entropy

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Reference no: EM131106915

To derive Eq. (10.50) on the relationship between mutual information and a copula's entropy, we used a direct approach. Following a procedure similar to that described for deriving Eq. (10.49), rederive Eq. (10.50).

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Reference no: EM131106915

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Relationship between mutual information and copula''s entropy : To derive Eq. (10.50) on the relationship between mutual information and a copula's entropy, we used a direct approach. Following a procedure similar to that described for deriving Eq. (10.49), rederive Eq. (10.50).
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