A Bayesian nonparametric estimation to entropy

نویسندگان

چکیده

A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new relies on using Dirichlet process and adapting well-known frequentist estimators Vasicek (Journal Royal Statistical Society B 38 (1976) 54–59) Ebrahimi, Pflughoeft Soofi (Statistics & Probability Letters 20 (1994) 225–234). Several theoretical properties, such as consistency, proposed are obtained. quality has been investigated through several examples, in which it exhibits excellent performance.

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ژورنال

عنوان ژورنال: Brazilian Journal of Probability and Statistics

سال: 2021

ISSN: ['2317-6199', '0103-0752']

DOI: https://doi.org/10.1214/20-bjps483