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Asymptotic behaviour of empirical multiinformation. (English) Zbl 0652.62005

The asymptotic behaviour of an estimator of multiinformation is investigated. It is shown that it qualitatively depends on the value of a certain numerical characteristic. If this characteristic is non-zero then the estimator is asymptotically normally distributed. In the opposite case the asymptotic distribution of the estimator is the distribution of a weighted sum of squares of independent normally distributed random variables.

MSC:

62B10 Statistical aspects of information-theoretic topics
62E20 Asymptotic distribution theory in statistics
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References:

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