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As in the discrete case the joint differential entropy of a set of random variables is smaller or equal than the sum of the entropies of the individual random variables:
As in the discrete case the joint differential entropy of a set of random variables is smaller or equal than the sum of the entropies of the individual random variables:
与离散条件下的联合熵相似，联合微分熵也具有同样的属性，即：一组随机变量的联合微分熵小于或等于各个随机变量的熵之和：