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Nonparametric estimation of the entropy using a ranked set sample
Authors:Morteza Amini  Mahdi Mahdizadeh
Affiliation:1. Department of Statistics, School of Mathematics, Statistics and Computer Science, College of Science, University of Tehran, Tehran, Iran;2. School of Biological Sciences, Institute for Research in Fundamental Sciences (IPM), Tehran, Iran;3. Department of Statistics, Hakim Sabzevari University, Sabzevar, Iran
Abstract:This article is concerned with nonparametric estimation of the entropy in ranked set sampling. Theoretical properties of the proposed estimator are studied. The proposed estimator is compared with the rival estimator in simple random sampling. The applications of the proposed estimator to the mutual information estimation as well as estimation of the Kullback–Leibler divergence are provided. Several Monté-Carlo simulation studies are conducted to examine the performance of the estimator. The results are applied to the longleaf pine (Pinus palustris) trees and the body fat percentage datasets to illustrate applicability of theoretical results.
Keywords:Kernel density estimation  Multi-stage ranked set sampling  Nonlinear dependency  Optimal bandwidth selection
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