plt.axhline(ana,lw=2,color='green',label='Analytical solution')
plt.plot(range(1000,100000,1000),mutual_information,label='With scikit-learn function')
plt.xlabel('No of samples')
plt.ylabel('Mutual information')
plt.legend()
plt.savefig('Mutual_information_convergence_test.png',dpi=300)