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Original Articles

Bayesian estimation of shannon entropy

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Pages 139-148 | Received 01 Jun 1995, Published online: 27 Jun 2007
 

Abstract

Estimation of the Shannon entropy from frequency data is studied. A Bayesian estimator has been proposed using the Dirichlet distribution to incorporate the prior knowledge. An information measure of the frequency data is also presented. Numerical examples are given to illustrate the performance of the Bayesian estimator and the information measure.

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