A New Estimator for Shannon Entropy
Keywords:
Information theory, Entropy estimator, Exponential, Normal, Uniform
Abstract
In this paper we propose a new estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of the proposed estimator is proved, and comparisons are made with Vasicek’s estimator (1976), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed estimator has smaller mean squared error than considered alternative estimators. The proposed estimator is applied to a real data set for illustration.
Published
2025-01-07
How to Cite
Alizadeh Noughabi, H., & Shafaei Noughabi, M. (2025). A New Estimator for Shannon Entropy. Statistics, Optimization & Information Computing, 13(2), 891-899. https://doi.org/10.19139/soic-2310-5070-1844
Issue
Section
Research Articles
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