On the entropy estimators |
| |
Authors: | Havva Alizadeh Noughabi Reza Alizadeh Noughabi |
| |
Institution: | 1. Department of Computer Engineering , Ferdowsi University of Mashhad , Mashhad , Iran alizadehhavva@yahoo.com;3. Department of Statistics , Ferdowsi University of Mashhad , Mashhad , Iran |
| |
Abstract: | The paper introduces an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Ebrahimi et al. Two measures of sample entropy, Statist. Probab. Lett. 20 (1994), pp. 225–234]. The consistency of the estimator is proved and comparisons are made with Vasicek's estimator A test for normality based on sample entropy, J. R. Stat. Soc. Ser. B 38 (1976), pp. 54–59], van Es estimator Estimating functionals related to a density by class of statistics based on spacings, Scand. J. Statist. 19 (1992), pp. 61–72], Ebrahimi et al. estimator and Correa estimator A new estimator of entropy, Comm. Statist. Theory Methods 24 (1995), pp. 2439–2449]. The results indicate that the proposed estimator has smaller mean-squared error than above estimators. A real example is presented and analysed. |
| |
Keywords: | information theory entropy estimator exponential normal uniform |
|
|