Estimating Functions of Probability Distributions from a Finite Set of Samples, Part 1: Bayes Estimators and the Shannon Entropy Export

@article{citeulike:5630513, abstract = {We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint distribution, we present finite sample estimators for the mutual information, covariance, and chi-squared functions of that probability distribution.}, archivePrefix = {arXiv}, author = {Wolpert, David H. and Wolf, David R.}, citeulike-article-id = {5630513}, citeulike-linkout-0 = {http://arxiv.org/abs/comp-gas/9403001}, citeulike-linkout-1 = {http://arxiv.org/pdf/comp-gas/9403001}, day = {8}, eprint = {comp-gas/9403001}, keywords = {statistics}, month = {Mar}, posted-at = {2009-08-24 12:20:58}, priority = {2}, title = {Estimating Functions of Probability Distributions from a Finite Set of Samples, Part 1: Bayes Estimators and the Shannon Entropy}, url = {http://arxiv.org/abs/comp-gas/9403001}, year = {1994} }

TY - JOUR ID - citeulike:5630513 L3 - citeulike-article-id:5630513 N2 - We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint distribution, we present finite sample estimators for the mutual information, covariance, and chi-squared functions of that probability distribution. TI - Estimating Functions of Probability Distributions from a Finite Set of Samples, Part 1: Bayes Estimators and the Shannon Entropy KW - statistics AU - Wolpert, David AU - Wolf, David PY - 1994/Mar/08/ UR - http://arxiv.org/abs/comp-gas/9403001 ER -