@Article{Moddemeijer:1989:EEM,
  author =       "R. Moddemeijer",
  title =        "On Estimation of Entropy and Mutual Information of
                 Continuous Distributions",
  journal =      "Signal Processing",
  volume =       "16",
  number =       "3",
  year =         "1989",
  pages =        "233--246",
  url =          "http://www.cs.rug.nl/~rudy/papers/abstracts/RM8902.html",
  keywords =     "mutual information, entropy, bias, variance,
                 estimator, delay-estimation",
  checked =      "R. Moddemeijer, rudy at cs.rug.nl, 1 April 1999",
  entered =      "R. Moddemeijer, rudy at cs.rug.nl, 15 March 1999",
  abstract =     "Mutual information is uded in a procedure to estimate
                 time-delays between recordings of electroencephalogram
                 (EEG) signals originating from epileptic animals or
                 patients. We present a simple and reliable
                 histogram-based method to estimate mutual information.
                 The accuracies of this mutual information estimator and
                 of a similar entropy estimator are discussed. The bias
                 and variance calculations presented can also be applied
                 to discrete valued systems. Finally we present some
                 simulation results, which are compared with earlier
                 work.",
}