Entropy expressions and their estimators for multivariate distributions

Author

Ahmed, Nabil Ali ; Gokhale, D.V.

Author_Institution

Bell Commun. Res., Piscataway, NJ, USA

Volume

35

Issue

3

fYear

1989

fDate

5/1/1989 12:00:00 AM

Firstpage

688

Lastpage

692

Abstract

Entropy expressions for several continuous multivariate distributions are derived. Point estimation of entropy for the multinormal distribution and for the distribution of order statistics from D.G. Weinman´s (Ph.D dissertation, Ariz. State Univ., Tempe, AZ, 1966) exponential distribution is considered. The asymptotic distribution of the uniformly minimum variance unbiased estimator for multinormal entropy is obtained. Simulation results on convergence of the means and variances of these estimators are provided

Keywords

entropy; information theory; parameter estimation; statistical analysis; asymptotic distribution; continuous multivariate distributions; convergence; exponential distribution; multinormal distribution; multinormal entropy; order statistics distribution; point estimation; statistical inference; uniformly minimum variance unbiased estimator; Convergence; Density functional theory; Density measurement; Entropy; Exponential distribution; Gaussian distribution; Random variables; Statistical analysis; Statistical distributions; Testing;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.30996

Filename

30996