MATLAB expert for calculate the correlation and mutual information for two signals

I need your help for calculating Correlation and Mutual Information for two gaussian signals.

Actually I found the code yet i got stuck somewhere.

The code almost here but i got stuck as i mentioned.

https://www.youtube.com/watch?v=Q5F7glLTH4s

I can't calculate the joint probability for two signals.

In this code, it asks the user to input the joint probability

I understand the concept, yet can't apply it.

The code calculate the probability , entropy and mutual info.

Also, I found this.

https://stats.stackexchange.com/questions/24488/estimating-the-mutual-information-for-two-signal-samples
hmm

thanks.