Asymptotic Distribution of Certain Types of Entropy under the Multinomial Law

Asymptotic Distribution of Certain Types of Entropy under the Multinomial Law

We obtain expressions for the asymptotic distributions of the Rényi and Tsallis of order <i>q</i> entropies and Fisher information when computed on the maximum likelihood estimator of probabilities from multinomial random samples. We verify that these asymptotic models, two of which (Tsa...

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Bibliographic Details
Main Authors: Andrea A. Rey, Alejandro C. Frery, Magdalena Lucini, Juliana Gambini, Eduarda T. C. Chagas, Heitor S. Ramos
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:Entropy
Subjects:
multinomial distribution
entropy
asymptotic distributions
hypothesis tests
Online Access:https://www.mdpi.com/1099-4300/25/5/734

Internet

https://www.mdpi.com/1099-4300/25/5/734

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