Figure 3.

Mutual information is estimated for artificially generated equidis-tributed random numbers from the simple binning (k = 1), the B-spline approach (k = 3), and the entropy estimator using M = 6 bins, and additionally from the kernel density estimator. The average over an ensemble of 600 trials is shown as a function of the size of the dataset (left) together with the standard deviation (right).