Coincidences and Estimation of Entropies of Random Variables with Large Cardinalities

We perform an asymptotic analysis of the NSB estimator of entropy of a discrete random variable. The analysis illuminates the dependence of the estimates on the number of coincidences in the sample and shows that the estimator has a well defined limit for a large cardinality of the studied variable....

Full description

Bibliographic Details
Main Author: Ilya Nemenman
Format: Article
Language:English
Published: MDPI AG 2011-12-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/13/12/2013/