×

Mutual information for the mixture of two multivariate normal distributions. (English) Zbl 1274.62063

Summary: The expression for the mutual information for a mixture of two multivariate normal distributions is derived without the assumption that the two component normals be widely separated. This is achieved by splitting the sample space of the distribution into two disjoint subspaces in which the series expansion for \(\ln(1+y)\) is valid.

MSC:

62B10 Statistical aspects of information-theoretic topics