Some asymptotic behaviors for the plug-in estimator of entropy
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arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866916414071242752 |
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| author | Yu, Zhenhong Miao, Yu |
| author_facet | Yu, Zhenhong Miao, Yu |
| contents | In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as, asymptotic normality, Berry-Esseen bound and moderate deviation principle, are established. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_19340 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Some asymptotic behaviors for the plug-in estimator of entropy Yu, Zhenhong Miao, Yu Probability 62G05, 62G20, 94A24, 60F05, 60F10 In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as, asymptotic normality, Berry-Esseen bound and moderate deviation principle, are established. |
| title | Some asymptotic behaviors for the plug-in estimator of entropy |
| topic | Probability 62G05, 62G20, 94A24, 60F05, 60F10 |
| url | https://arxiv.org/abs/2409.19340 |