Estimation of the Shannon’s entropy of several shifted exponential populations

Suchandan Kayal and Somesh Kumar

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1127-1135

Abstract: Estimation of the entropy of several exponential distributions is considered. A general inadmissibility result for the scale equivariant estimators is proved. The results are extended to the case of unequal sample sizes. Risk functions of proposed estimators are compared numerically.

Keywords: Entropy; Equivariant estimator; Inadmissibility; Monotone likelihood ratio; Brewster–Zidek technique (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2013.01.012

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