Note on Estimating Information
Blyth, Colin R.
Ann. Math. Statist., Tome 30 (1959) no. 4, p. 71-79 / Harvested from Project Euclid
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This note is concerned with estimation of the Shannon-Wiener measure of information. Low bias estimates are obtained, and their bias and variance. These estimates are extended to the case where the number of possible values of the random variable is not known. The estimates are compared asymptotically with the maximum likelihood estimates. They are also compared with the minimax estimates (for squared error loss function) for a few special cases where these are easily found.
Publié le : 1959-03-14
Classification:  
@article{1177706360,
     author = {Blyth, Colin R.},
     title = {Note on Estimating Information},
     journal = {Ann. Math. Statist.},
     volume = {30},
     number = {4},
     year = {1959},
     pages = { 71-79},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706360}
}

Blyth, Colin R. Note on Estimating Information. Ann. Math. Statist., Tome 30 (1959) no. 4, pp.  71-79. http://gdmltest.u-ga.fr/item/1177706360/