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Two measures of sample entropy

Author

Listed:
  • Ebrahimi, Nader
  • Pflughoeft, Kurt
  • Soofi, Ehsan S.

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

Suggested Citation

  • Ebrahimi, Nader & Pflughoeft, Kurt & Soofi, Ehsan S., 1994. "Two measures of sample entropy," Statistics & Probability Letters, Elsevier, vol. 20(3), pages 225-234, June.
  • Handle: RePEc:eee:stapro:v:20:y:1994:i:3:p:225-234
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    Cited by:

    1. Wen Chen & Jinjie Wang & Jianli Ding & Xiangyu Ge & Lijing Han & Shaofeng Qin, 2023. "Detecting Long-Term Series Eco-Environmental Quality Changes and Driving Factors Using the Remote Sensing Ecological Index with Salinity Adaptability (RSEI SI ): A Case Study in the Tarim River Basin,," Land, MDPI, vol. 12(7), pages 1-23, June.
    2. Hadi Alizadeh Noughabi & Albert Vexler, 2016. "An efficient correction to the density-based empirical likelihood ratio goodness-of-fit test for the inverse Gaussian distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(16), pages 2988-3003, December.
    3. Guoxin Qiu & Kai Jia, 2018. "Extropy estimators with applications in testing uniformity," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 182-196, January.
    4. Menéndez, M. & Morales, D. & Pardo, L., 1997. "Maximum entropy principle and statistical inference on condensed ordered data," Statistics & Probability Letters, Elsevier, vol. 34(1), pages 85-93, May.
    5. Jan Rosenzweig, 2023. "A Tale of Tail Covariances (and Diversified Tails)," Papers 2302.13646, arXiv.org.
    6. Nader Ebrahimi, 2001. "Testing for Uniformity of the Residual Life Time Based on Dynamic Kullback-Leibler Information," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 325-337, June.

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