A new measure of entropy of continuous random variable

被引：17
作者：
Al-Omari A.I. [1 ]
机构：
[1] Department of Mathematics, Faculty of Science, Al al-Bayt University, Mafraq
来源：
Journal of Statistical Theory and Practice | 2016年 / 10卷 / 4期
关键词：
consistency; continuous random variable; mean squared errors; Shannon entropy;
D O I：
10.1080/15598608.2016.1217444
中图分类号：
学科分类号：
摘要：
A new estimator of entropy of continuous random variable is suggested in this article. The newly suggested estimator is a modified version of Ebrahimi et al. entropy estimator. This estimator is compared with its counterparts suggested by Vasicek, Ebrahimi et al., and Al-Omari in terms of root mean squared errors and bias values. The consistency of the estimator is proved, and some of its properties are provided. The suggested estimator is found to be more efficient than its competitors. © 2016 Grace Scientific Publishing, LLC.
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页码：721 / 735
页数：14
相关论文
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