A new kind of entropy will be introduced generalizing both the differential entropy and the cumulative (residual … introduce some new tests. In the literature Shannon's differential entropy has been calculated for a lot of distributions. The …

Differential entropy and log determinant of the covariance matrix of a multivariate Gaussian distribution have many …-dimensional setting optimal estimation of the differential entropy and the log-determinant of the covariance matrix. We first establish a … dimension p(n) can grow with the sample size n. An estimator of the differential entropy and the log determinant is then …