Calculation of differential entropy for a mixed Gaussian distribution

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Abstract

In this work, an analytical expression is developed for the differential entropy of a mixed Gaussian distribution. One of the terms is given by a tabulated function of the ratio of the distribution parameters.

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Michalowicz, J. V., Nichols, J. M., & Bucholtz, F. (2008). Calculation of differential entropy for a mixed Gaussian distribution. Entropy, 10(3), 200–206. https://doi.org/10.3390/entropy-e10030200

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