| 相依结构熵及联合熵的分解 |
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| 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) |
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| 作者姓名： | 易文德 王沁 |
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| 作者单位： | 重庆文理学院数学与统计学院;西南交通大学理学院; |
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| 基金项目： | 教育部人文社科项目基金资助项目(08JA790142); 重庆市教委科研资助项目(kj081214) |
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| 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,讨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.
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| 关 键 词： | 联合熵 相依结构熵 边缘熵 Copula函数 |
Dependence Structure Entropy and the Decomposition of Joint Entropy |
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| YI Wen-de,WANG Qin.Dept.of Math , Statistics,Chongqing University of Arts , Sciences,Yongchuan Chongqing ,China,.Dept.of Applied Mathematics,Southwest Jiaotong University,Chengdu. Dependence Structure Entropy and the Decomposition of Joint Entropy[J]. Journal of southwest university (Natural science edition), 2010, 32(1) |
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| Authors: | YI Wen-de WANG Qin.Dept.of Math & Statistics Chongqing University of Arts Sciences Yongchuan Chongqing China .Dept.of Applied Mathematics Southwest Jiaotong University Chengdu |
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| Affiliation: | YI Wen-de1,WANG Qin21.Dept.of Math & Statistics,Chongqing University of Arts , Sciences,Yongchuan Chongqing 402160,China,2.Dept.of Applied Mathematics,Southwest Jiaotong University,Chengdu 610031 |
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| 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 entropy of bivariate variables under monotonous transforming is discussed and extended to multivariable cas... |
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| Keywords: | joint entropy dependence structure entropy marginal entropy copula function |
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