Abstract
A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (Journal of Royal Statistical Society B 38 (1976) 54–59) and Ebrahimi, Pflughoeft and Soofi (Statistics & Probability Letters 20 (1994) 225–234). Several theoretical properties, such as consistency, of the proposed estimator are obtained. The quality of the proposed estimator has been investigated through several examples, in which it exhibits excellent performance.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
