Mutual Information between continuous random variables

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I want to determine the mutual information or information gain between the 30 years rainfall data at two stations. Since, rainfall data is a continuous variables, can someone suggests me a matlab code to determine the mutual information?

Answers (1)

KSSV on 29 Jul 2021
Jeff Miller
Jeff Miller on 2 Aug 2021
I don't know Python, but I doubt it. I don't think you can do anything without knowing or assuming the underlying joint distribution family, regardless of the programming language.

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