Authors

• Hadi Alizadeh Noughabi
• Naser Reza Arghami

Abstract

In this paper we propose an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of estimator is proved, and comparisons are made with Vasicek’s estimator (1976), van Es’s estimator (1992), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed estimator has smaller mean squared error than above estimators.

Keywords

• Entropy estimator
• exponential
• Information Theory
• normal
• uniform