Bias analysis in entropy estimation

被引：77
|
作者：
Schürmann, T [1 ]
机构：
[1] Westdeutsch Genossensch Zentralbank EG, D-40227 Dusseldorf, Germany
来源：
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 2004年 / 37卷 / 27期
关键词：
D O I：
10.1088/0305-4470/37/27/L02
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction formulae of current entropy estimates recently discussed in the literature. The trade-off between bias reduction and the increase of the corresponding statistical error is analysed.
引用
收藏
页码：L295 / L301
页数：7
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