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On an entropy conservation principle
Published online by Cambridge University Press: 14 July 2016
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).
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- Copyright © Applied Probability Trust 1999