On the asymptotic optimum allocation in estimating entropies

Abstract

Uses a unified expression, called H_h,v^φ1^φ2 entropy to study the asymptotic properties of entropy estimates. Shows that the asymptotic distribution of entropy estimates, in a stratified random sampling set‐up, is normal. Based on the asymptotic precision of entropy estimates, optimum sample size allocations are developed under various constraints. Gives the relative precision of stratified and simple random sampling. Also provides applications to test statistical hypotheses and to build confidence intervals.

Citation

Esteban and Morales, D. (1997), "On the asymptotic optimum allocation in estimating entropies", Kybernetes, Vol. 26 No. 1, pp. 18-29. https://doi.org/10.1108/03684929710158098