Entropy estimates of small data sets

Details Entropy estimates of small data sets Entropy estimates of small data sets

2008-04-29

arxiv.org/abs/0804.4561v1

J. Phys. A: Math. Theor. 41 (2008) 202001

Physics

Condensed Matter

Statistical Mechanics

11 pages, 2 figures

Scientific paper

10.1088/1751-8113/41/20/202001

Estimating entropies from limited data series is known to be a non-trivial task. Naive estimations are plagued with both systematic (bias) and statistical errors. Here, we present a new 'balanced estimator' for entropy functionals Shannon, R\'enyi and Tsallis) specially devised to provide a compromise between low bias and small statistical errors, for short data series. This new estimator out-performs other currently available ones when the data sets are small and the probabilities of the possible outputs of the random variable are not close to zero. Otherwise, other well-known estimators remain a better choice. The potential range of applicability of this estimator is quite broad specially for biological and digital data series.

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