NOTE ON ESTIMATING INFORMATION

Abstract

Investigation was concerned with an estimation of the Shannon-Wiener measure of information. Low bias estimates are obtained, and their bias and variance. These estimates are extended to the case where the number of possible values of the random variable is not known. The estimates are compared asymptotically with the maximum likelihood estimates. Minimax estimates (squared error loss function) are found for a few very special cases.

Document Details

Document Type
Technical Report
Publication Date
Jan 24, 1958
Accession Number
AD0152676

Entities

People

  • Colin R. Blyth

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Mathematical Analysis
  • Mathematics
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms