A general class of entropy statistics

DOI10.1023/A:1022447020419MaRDI QIDQ1265618zbMATH OpenOpenAlexFDO

Authors María Dolores Esteban

Publication date 28 September 1998

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/32974

zbMATH Keywords

entropymaximum likelihood estimators

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Measures of information, entropy (94A17)

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.

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Cites work

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Cited in

(10)

• The entropy profile -- a function describing statistical dependences
• A standardized approach to the Kolmogorov–Sinai entropy
• scientific article; zbMATH DE number 147608 (Why is no real title available?)
• A GENERALIZATION OF ENTROPY USING DEMPSTER-SHAFER THEORY
• Families of distributions characterized by entropy
• scientific article; zbMATH DE number 2165681 (Why is no real title available?)
• scientific article; zbMATH DE number 1439051 (Why is no real title available?)
• Extensions of the Shannon entropy and the chaos game algorithm to hyperbolic numbers plane
• Fractional information dimensions of complex networks
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