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On an Entropy Conservation Principle
Jérôme Manuceau, Marylène Troupé and Jean Vaillant
Journal of Applied Probability
Vol. 36, No. 2 (Jun., 1999), pp. 607-610
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/3215479
Page Count: 4
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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).
Journal of Applied Probability © 1999 Applied Probability Trust