相依结构熵及联合熵的分解

西南大学学报（自然科学版）

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相依结构熵及联合熵的分解

易文德,王沁. 相依结构熵及联合熵的分解[J]. 西南大学学报（自然科学版）, 2010, 32(1).

引用本文:

易文德,王沁. 相依结构熵及联合熵的分解[J]. 西南大学学报（自然科学版）, 2010, 32(1).

Dependence Structure Entropy and the Decomposition of Joint Entropy[J]. Journal of Southwest University Natural Science Edition, 2010, 32(1).

Citation:

Dependence Structure Entropy and the Decomposition of Joint Entropy[J]. Journal of Southwest University Natural Science Edition, 2010, 32(1).

摘要: 把Copula函数引入熵理论,并定义了相依结构熵来度量随机变量之间的相依结构,计论了二维随机向量在单调变换下相依结构熵的不变性并推广到多维的情形.
- 联合熵,相依结构熵,边缘熵,Copula函数
Abstract: The copula functions are employed to study the entropy theory and a conception of dependence structure entropy is defined for measuring the dependence structure of random variables.The joint entropy is divided into the dependence structure entropy and the marginal entropy,which is useful of investigating the dependence structure of random variables.In addition,the invariability of dependence structure entro-py of bivariate variables under monotonous transforming is discussed and extended to muhivariable cases.