Function DenseInfoTheory.mutualInfoPval
Calculates the P-value for I(X; Y) assuming x and y both have supports of [0, nBin). The P-value is calculated using a Chi-Square approximation. It is asymptotically correct, but is approximate for finite sample size.
double mutualInfoPval
(
double mutualInfo,
double n
);
Parameters
mutualInfo
I(x; y), in bits
n
The number of samples used to calculate I(x; y)