When do finite sample effects significantly affect entropy estimates?

An expression is proposed for determining the error made by neglecting finite sample effects in entropy estimates. It is based on the Ansatz that the ranked distribution of probabilities tends to follow a Zipf scaling. Copyright Società Italiana di Fisica, Springer-Verlag 1999

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Year of publication:	1999
Authors:	Wit, T.
Published in:	The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 11.1999, 3, p. 513-516
Publisher:	Springer
Subject:	PACS. 02.50.-r Probability theory \| stochastic processes \| and statistics

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

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