Distribution of Shannon statistic from normal sample
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Publication:952159
zbMath1147.62014MaRDI QIDQ952159
Publication date: 10 November 2008
Published in: Metron (Search for Journal in Brave)
asymptotic normalityFisher informationnormal distributionMLEextreme value distributionShannon entropy
Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)
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