Title :
Entropy expressions and their estimators for multivariate distributions
Author :
Ahmed, Nabil Ali ; Gokhale, D.V.
Author_Institution :
Bell Commun. Res., Piscataway, NJ, USA
fDate :
5/1/1989 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
