The entropies of the sum and the difference of two IID random variables are not too different.
Mokshay M. MadimanIoannis KontoyiannisPublished in: ISIT (2010)
Keyphrases
- random variables
- independent and identically distributed
- identically distributed
- graphical models
- probability distribution
- distribution function
- joint distribution
- stochastic optimization problems
- conditional independence
- bayesian networks
- additive noise
- latent variables
- joint probability distribution
- normal distribution
- stochastic processes
- failure rate
- conditional distribution
- directed acyclic graph
- lead time
- varying degrees
- probability density
- conditionally independent
- control system