Mutual Information as a Bayesian Measure of Independence

David Wolf

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arXiv · comp-gas/9511002

Mutual Information as a Bayesian Measure of Independence

David Wolf

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Abstract

The problem of hypothesis testing is examined from both the historical and Bayesian points of view in the case that sampling is from an underlying joint probability distribution and the hypotheses tested for are those of independence and dependence of the underlying distribution. Exact results for the Bayesian method are provided. Asymptotic Bayesian results and historical method test quantities are compared, and historical method quantities are interpreted in terms of clearly defined Bayesian quantities. The asymptotic Bayesian test relies upon a statistic that is primarily mutual information.

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David Wolf. 1995-11-06. Mutual Information as a Bayesian Measure of Independence. https://arxiv.org/abs/comp-gas/9511002

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