相依结构熵及联合熵的分解  

Dependence Structure Entropy and the Decomposition of Joint Entropy

作　　者：易文德[1] 王沁[2] 

机构地区：[1]重庆文理学院数学与统计学院,重庆永川402160 [2]西南交通大学理学院,成都610031

出　　处：《西南大学学报（自然科学版）》2010年第1期11-14,共4页Journal of Southwest University(Natural Science Edition)

基　　金：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)

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.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 cases.

关 键 词：联合熵 相依结构熵 边缘熵 COPULA函数 

分 类 号：O211.3[理学—概率论与数理统计]