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2022-01-21

Joint Entropy closed-form analytical solution

Differential entropy of a single Gaussian random variable is

$H\left(X\right)=\frac{1}{2}\mathrm{ln}\left(2\pi e\sigma 2\right)$

What then is the closed-form analytical solution for joint entropy, H(X,Y)?

Differential entropy of a single Gaussian random variable is

What then is the closed-form analytical solution for joint entropy, H(X,Y)?

ul2ph3ojc

Beginner2022-01-22Added 12 answers

Let (

Then differential entropy is

and joint entropy is