Article ID Journal Published Year Pages File Type
1152156 Statistics & Probability Letters 2013 9 Pages PDF
Abstract

Estimation of the entropy of several exponential distributions is considered. A general inadmissibility result for the scale equivariant estimators is proved. The results are extended to the case of unequal sample sizes. Risk functions of proposed estimators are compared numerically.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Estimation of the Shannon’s entropy of several shifted exponential populations
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