A general class of entropy statistics
type: Item
instance of: scholarly article
title: A general class of entropy statistics
zbMATH Open document ID: 0898.62004
DOI: 10.1023/A:1022447020419
published in: Applications of Mathematics
publication date: 1998-09-28T00:00:00Z
full work available at URL: https://eudml.org/doc/32974
review text: The author introduces a general form of entropy which is depending on four functions. We can obtain 23 different cases of entropies, known from the literature, by the choice of these functions. The article deals with the asymptotic distributions such entropies depending on some parameter which is estimated by the maximum likelihood method. The results are given in two theorems. The third part of this article is devoted to applications of the results for testing some hypotheses and to constructing confidence intervals. The article finishes by a concrete example of the Shannon entropy in the case of exponential distributions.
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 94A17
zbMATH DE Number: 1203982
zbMATH Keywords: entropy
zbMATH Keywords: maximum likelihood estimators
author: María Dolores Esteban
MaRDI profile type: Publication
cites work: Charakterisierung der Entropien positiver Ordnung und der shannonschen Entropie
cites work: Information-theoretical considerations on estimation problems
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OpenAlex ID: W35839634
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description: scientific article; zbMATH DE number 1203982