A general class of entropy statistics

María Dolores Esteban

Applications of Mathematics (1997)

  • Volume: 42, Issue: 3, page 161-169
  • ISSN: 0862-7940

Abstract

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To study the asymptotic properties of entropy estimates, we use a unified expression, called the H h , v ϕ 1 , ϕ 2 -entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.

How to cite

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Esteban, María Dolores. "A general class of entropy statistics." Applications of Mathematics 42.3 (1997): 161-169. <http://eudml.org/doc/32974>.

@article{Esteban1997,
abstract = {To study the asymptotic properties of entropy estimates, we use a unified expression, called the $H^\{\varphi _\{1\},\varphi _\{2\}\}_\{h,v\}$-entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.},
author = {Esteban, María Dolores},
journal = {Applications of Mathematics},
keywords = {entropy; asymptotic distribution; maximum likelihood estimators; testing statistical hypotheses; entropy; maximum likelihood estimators},
language = {eng},
number = {3},
pages = {161-169},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A general class of entropy statistics},
url = {http://eudml.org/doc/32974},
volume = {42},
year = {1997},
}

TY - JOUR
AU - Esteban, María Dolores
TI - A general class of entropy statistics
JO - Applications of Mathematics
PY - 1997
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 42
IS - 3
SP - 161
EP - 169
AB - To study the asymptotic properties of entropy estimates, we use a unified expression, called the $H^{\varphi _{1},\varphi _{2}}_{h,v}$-entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.
LA - eng
KW - entropy; asymptotic distribution; maximum likelihood estimators; testing statistical hypotheses; entropy; maximum likelihood estimators
UR - http://eudml.org/doc/32974
ER -

References

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