Uncertainty estimation of mutual information with joint distribution of marginal random variables

Rohit Kumar Verma, Jharana Chandrakar · International Journal of Statistics and Applied Mathematics · 2024

In this proposal, we suggest using marginal probabilities to determine the joint distribution of two random variables. Additionally, we provide a method for calculating the uncertainty of mutual information in order to determine mutual information in machine learning. Lastly, we apply our newly discovered mutual knowledge to credit scoring.

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