Two measures of sample entropy

Nader Ebrahimi, Kurt Pflughoeft and Ehsan S. Soofi

Statistics & Probability Letters, 1994, vol. 20, issue 3, 225-234

Abstract: In many statistical studies the entropy of a distribution function is of prime interest. This paper proposes two estimators of the entropy. Both estimators are obtained by modifying the estimator proposed by Vasicek (1976). Consistency of both estimators is proved, and comparisons have been made with Vasicek's estimator and its generalization proposed by Dudewicz and Van der Meulen (1987). The results indicate that the proposed estimators have less bias and have less mean squared error than Vasicek's estimator and its generalization

Keywords: Information; theory; Entropy; estimator; Exponential; Normal; Uniform (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (7)

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