TY - JOUR T1 - On the Estimation of Shannon Entropy TT - کنکاشی در براورد آنتروپی شانون JF - srtc-jsri JO - srtc-jsri VL - 12 IS - 1 UR - http://jsri.srtc.ac.ir/article-1-22-en.html Y1 - 2015 SP - 57 EP - 70 KW - Information theory KW - entropy estimator KW - exponential distribution KW - normal distribution KW - uniform distribution. N2 - 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 Vasicek'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. M3 10.18869/acadpub.jsri.12.1.57 ER -