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

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  • Kayal, Suchandan
  • Kumar, Somesh

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.

Suggested Citation

  • Kayal, Suchandan & Kumar, Somesh, 2013. "Estimation of the Shannon’s entropy of several shifted exponential populations," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1127-1135.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:1127-1135
    DOI: 10.1016/j.spl.2013.01.012
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    References listed on IDEAS

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    1. Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene, 2005. "Estimation of the entropy of a multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 324-342, February.
    2. A. Drăgulescu & V.M. Yakovenko, 2001. "Evidence for the exponential distribution of income in the USA," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 20(4), pages 585-589, April.
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    Cited by:

    1. Kapil Kumar & Indrajeet Kumar & Hon Keung Tony Ng, 2024. "On Estimation of Shannon’s Entropy of Maxwell Distribution Based on Progressively First-Failure Censored Data," Stats, MDPI, vol. 7(1), pages 1-22, February.
    2. Lakshmi Kanta Patra & Suchandan Kayal & Somesh Kumar, 2020. "Estimating a function of scale parameter of an exponential population with unknown location under general loss function," Statistical Papers, Springer, vol. 61(6), pages 2511-2527, December.

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