Normal Laws for Two Entropy Estimators on Infinite Alphabets

Chen Chen; Michael Grabchak; Ann Stewart; Jialin Zhang; Zhiyi Zhang

doi:10.3390/e20050371

Normal Laws for Two Entropy Estimators on Infinite Alphabets

Entropy (Basel). 2018 May 17;20(5):371. doi: 10.3390/e20050371.

Authors

Chen Chen¹, Michael Grabchak¹, Ann Stewart¹, Jialin Zhang¹, Zhiyi Zhang¹

Affiliation

¹ Department of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA.

Abstract

This paper offers sufficient conditions for the Miller-Madow estimator and the jackknife estimator of entropy to have respective asymptotic normalities on countably infinite alphabets.

Keywords: Miller–Madow estimator; asymptotic normality; entropy; jackknife estimator; nonparametric estimator.