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arXiv · 2409.19340

Some asymptotic behaviors for the plug-in estimator of entropy

Zhenhong Yu·Yu Miao
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Abstract

In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as, asymptotic normality, Berry-Esseen bound and moderate deviation principle, are established.

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Zhenhong Yu, Yu Miao. 2024-09-28. Some asymptotic behaviors for the plug-in estimator of entropy. https://arxiv.org/abs/2409.19340

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