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On an entropy conservation principle

Published online by Cambridge University Press:  14 July 2016

Jérôme Manuceau*
Affiliation:
University of Antilles-Guyane
Marylène Troupé*
Affiliation:
University of Antilles-Guyane
Jean Vaillant*
Affiliation:
University of Antilles-Guyane
*
Postal address: UFR Sciences, Department of Mathematics, 97169 Pointe-à-Pitre, Guadeloupe, FWI.
Postal address: UFR Sciences, Department of Mathematics, 97169 Pointe-à-Pitre, Guadeloupe, FWI.
Postal address: UFR Sciences, Department of Mathematics, 97169 Pointe-à-Pitre, Guadeloupe, FWI.

Abstract

We present an entropy conservation principle applicable to either discrete or continuous variables which provides a useful tool for aggregating observations. The associated method of modality grouping transforms a variable Z1 into a new variable Z2 such that the mutual information I(Z2,Y) between Y, a variable of interest, and Z2 is equal to I(Z1,Y).

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1999 

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