2 MEASURES OF SAMPLE ENTROPY

被引：111
作者：
EBRAHIMI, N
PFLUGHOEFT, K
SOOFI, ES
机构：
[1] NO ILLINOIS UNIV,DIV STAT,DE KALB,IL 60115
[2] UNIV TEXAS,COLL BUSINESS ADM,DEPT INFORMAT & DECIS SCI,EL PASO,TX 79968
[3] UNIV WISCONSIN,SCH BUSINESS ADM,MILWAUKEE,WI 53201
来源：
STATISTICS & PROBABILITY LETTERS | 1994年 / 20卷 / 03期
关键词：
INFORMATION THEORY; ENTROPY ESTIMATOR; EXPONENTIAL; NORMAL; UNIFORM;
D O I：
10.1016/0167-7152(94)90046-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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
引用
收藏
页码：225 / 234
页数：10
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