A new measure of entropy of continuous random variable

DOI10.1080/15598608.2016.1217444zbMath1477.94036OpenAlexW2485621483MaRDI QIDQ2323203

Yanyan Li

Publication date: 30 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2016.1217444

zbMATH Keywords

consistencyShannon entropymean squared errorscontinuous random variable

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Kullback-Leibler divergence for Bayesian nonparametric model checking ⋮ A test for independence via Bayesian nonparametric estimation of mutual information ⋮ A Bayesian nonparametric estimation to entropy ⋮ Estimation of entropy and extropy based on right censored data: a Bayesian non-parametric approach

Cites Work

• A Mathematical Theory of Communication
• Estimation of entropy using random sampling
• Two measures of sample entropy
• On the entropy estimators
• Goodness-of-Fit Test for Exponentiality Based on Kullback–Leibler Information
• Maximum Entropy Utility
• Improvement of goodness-of-fit test for normal distribution based on entropy and power comparison
• Entropy estimators‐improvements and comparisons
• A new estimator of entropy
• Correcting moments for goodness of fit tests based on two entropy estimates
• A new class of random vector entropy estimators and its applications in testing statistical hypotheses
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A new measure of entropy of continuous random variable