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Two approaches for integrating encryption with multimedia compression systems are studied in this research, i.e., selective encryption and modified entropy coders with multiple statistical models. First, we examine the limitations of selective encryption using cryptanalysis, and provide examples that use selective encryption successfully. Two rules to determine whether selective encryption is suitable for a compression system are concluded. Next, we propose another approach that turns entropy coders into encryption ciphers using multiple statistical models. Two specific encryption schemes are obtained by applying this approach to the Huffman coder and the QM coder. It is shown that security is achieved without sacrificing the compression performance and the computational speed. This modified entropy coding methodology can be applied to most modern compressed audio/video such as MPEG audio, MPEG video, and JPEG/JPEG2000 images.