Asymptotic Distribution of Certain Types of Entropy under the Multinomial Law

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Title

Asymptotic Distribution of Certain Types of Entropy under the Multinomial Law

Content partner

Victoria University of Wellington

Collection

Open Access Victoria University of Wellington

Description

We obtain expressions for the asymptotic distributions of the Rényi and Tsallis of order q entropies and Fisher information when computed on the maximum likelihood estimator of probabilities from multinomial random samples. We verify that these asymptotic models, two of which (Tsallis and Fisher) are normal, describe well a variety of simulated data. In addition, we obtain test statistics for comparing (possibly different types of) entropies from two samples without requiring the same number ...

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Format

Research paper

Research format

Scholarly text / Journal article

Date created

2023

Creator

Andrea A Rey / Alejandro Frery / Magdalena Lucini / Juliana Gambini / Eduarda TC Chagas / Heitor S Ramos

URL

https://figshare.com/articles/journal_contribution/Asymptotic_Distribution_of_Certain_Types_of_En...

Related subjects

Mathematical Sciences / Physical Sciences / Fluids & Plasmas / Mathematical sciences / Physical sciences

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