Estimation of the Shannon’s entropy of several shifted exponential populations

Estimation of the entropy of several exponential distributions is considered. A general inadmissibility result for the scale equivariant estimators is proved. The results are extended to the case of unequal sample sizes. Risk functions of proposed estimators are compared numerically.

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Year of publication:	2013
Authors:	Kayal, Suchandan ; Kumar, Somesh
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1127-1135
Publisher:	Elsevier
Subject:	Entropy \| Equivariant estimator \| Inadmissibility \| Monotone likelihood ratio \| Brewster–Zidek technique

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010662313