Title :
Efficiency of entropy testing
Author :
Harremoes, Peter ; Vajda, Iger
Author_Institution :
Centrum voor Wiskunde en Inf., Amsterdam
Abstract :
Recently it was shown that Shannon entropy is more Bahadur efficient than any Renyi entropy of order alpha > 1. In this paper we shall show that relative Bahadur efficiency between any two Renyi entropies of orders alpha isin [0; 1] is 1 when the relative Bahadur efficiency is defined according to [1]. Despite the fact that the relative Bahadur efficiency is 1 it is shown that in a certain sense Shannon entropy is more efficient than Renyi entropy for alpha isin [0; 1]. This indicates that the definition of relative efficiency given in [1] does not fully capture the notion of efficiency.
Keywords :
entropy; Bahadur efficiency; Shannon entropy; entropy testing; Entropy; Testing;
Conference_Titel :
Information Theory, 2008. ISIT 2008. IEEE International Symposium on
Conference_Location :
Toronto, ON
Print_ISBN :
978-1-4244-2256-2
Electronic_ISBN :
978-1-4244-2257-9
DOI :
10.1109/ISIT.2008.4595470