On a Statistical Estimate for the Entropy of a Sequence of Independent Random Variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 3, pp. 361-364
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The mean value and variance are computed for a statistical estimate for the entropy of a sequence of mutually independent random variables having a similar distribution. The estimate is shown to be biased, consistent and asymptotically normal.
@article{TVP_1959_4_3_a8,
author = {G. P. Basharin},
title = {On a {Statistical} {Estimate} for the {Entropy} of a {Sequence} of {Independent} {Random} {Variables}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {361--364},
year = {1959},
volume = {4},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1959_4_3_a8/}
}
G. P. Basharin. On a Statistical Estimate for the Entropy of a Sequence of Independent Random Variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 4 (1959) no. 3, pp. 361-364. http://geodesic.mathdoc.fr/item/TVP_1959_4_3_a8/