Sample estimate of the entropy of a random vector (Q1096264)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample estimate of the entropy of a random vector |
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Sample estimate of the entropy of a random vector (English)
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1987
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We establish conditions for asymptotic unbiasedness and consistency of a simple estimator of the unknown entropy of an absolutely continuous random vector from a sample of independent observations.
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asymptotic unbiasedness
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consistency
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estimator of the unknown entropy
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absolutely continuous random vector
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independent observations
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