%0 Journal Article
%A Alizadeh Noughabi, Hadi
%T On the Estimation of Shannon Entropy
%J Journal of Statistical Research of Iran
%V 12
%N 1
%U http://jsri.srtc.ac.ir/article-1-22-en.html
%R 10.18869/acadpub.jsri.12.1.57
%D 2015
%K Information theory, entropy estimator, exponential distribution, normal distribution, uniform distribution.,
%X Shannon entropy is increasingly used in many applications. In this article, an estimator of the entropy of a continuous random variable is proposed. Consistency and scale invariance of variance and mean squared error of the proposed estimator is proved and then comparisons are made with Vasicekchr('39')s (1976), van Es (1992), Ebrahimi et al. (1994) and Correa (1995) entropy estimators. A simulation study is performed and the results indicate that the proposed estimator has smaller mean squared error than competing estimators.
%> http://jsri.srtc.ac.ir/article-1-22-en.pdf
%P 57-70
%& 57
%!
%9 Research
%L A-10-1-2
%+
%G eng
%@ 1735-1294
%[ 2015