Entropy estimate of a probability density from its Mellin transform (Q1855061)

The author considers the entropy estimate of the probability distribution from its Mellin transform. The advantage of the Mellin transform technique is shown comparing with the method of the Laplace transform. The entropy integral can be estimated by knowing a finite number of the corresponding Mellin transforms of expected values. The proposed technique of the estimation is based on the relationship with an equivalent Hamburger moment problem.