Title :
A Normal Law for the Plug-in Estimator of Entropy
Author :
Zhang, Zhiyi ; Zhang, Xing
Author_Institution :
Dept. of Math. & Stat., Univ. of North Carolina at Charlotte, Charlotte, NC, USA
fDate :
5/1/2012 12:00:00 AM
Abstract :
This paper establishes a sufficient condition for the asymptotic normality of the plug-in estimator of Shannon´s entropy defined on a countable alphabet. The sufficient condition covers a range of cases with countably infinite alphabets, for which no normality results were previously known.
Keywords :
entropy; statistical distributions; Shannon´s entropy; asymptotic normality; infinite alphabets; normal law; plug-in estimator; probability distribution; Argon; Convergence; Entropy; Estimation; Government; Information theory; Random variables; Asymptotic normality; entropy; plug-in estimator;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2011.2179702
