Effective support size
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
Notion of effective size of support (Ess) of a random variable is introduced. A small set of natural requirements that a measure of Ess should satisfy is presented. The measure with prescribed properties is in a direct (exp-) relationship to the family of Renyi's -entropies. Question of selecting the value of most appropriate for the purpose of measuring Ess is briefly addressed.
Cite
@article{arxiv.math/0605146,
title = {Effective support size},
author = {M. Grendar},
journal= {arXiv preprint arXiv:math/0605146},
year = {2007}
}