English

Conditional Shannon, R\'eyni, and Tsallis entropies estimation and asymptotic limits: discrete case

Statistics Theory 2020-02-18 v1 Methodology Statistics Theory

Abstract

A method of estimating the joint probability mass function of a pair of discrete random variables is described. This estimator is used to construct the conditional Shannon-R\'eyni-Tsallis entropies estimates. From there almost sure rates of convergence and asymptotic normality are established. The theorical results are validated by simulations.

Keywords

Cite

@article{arxiv.2002.06516,
  title  = {Conditional Shannon, R\'eyni, and Tsallis entropies estimation and asymptotic limits: discrete case},
  author = {Ba Amadou Diadie and Lo Gane Samb},
  journal= {arXiv preprint arXiv:2002.06516},
  year   = {2020}
}

Comments

28 pages, 4 figures