Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Homework Help: Joint Probability/Mutual Information Normalization

  1. Mar 3, 2010 #1
    1. The problem statement, all variables and given/known data
    Find the Corresponding normalization constants for the joint guassian

    [tex]\\p\\(x,y) \alpha\ exp(-(ax^2/2) - (by^2/2) -cxy) [/tex]

    ie: find P(x), P(y), and P(X,Y) normalization constants

    relevant equations:
    Mutual Information: M(x,y)
    [tex]\\M(x,y) = \sum\\p(x,y)ln(p(x,y)/(p(x)*p(y)))[/tex]

    3. The attempt at a solution
    I've tried an integral over y then x but I end up with some messed up erf that I can't get rid of. My professor told me that the real point of this is that later we can use mutual information to get a ratio of the constants and that should equal [tex]\\1/2\\ln(1-c^2/ab)[/tex] but I haven't gotten anywhere close. I really just need a hint of where to start on this one as I have gotten nowhere with it any help is very appreciated.
  2. jcsd
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted