Some asymptotic behaviors for the plug-in estimator of entropy (2409.19340v1)

Published 28 Sep 2024 in math.PR

Abstract: In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as, asymptotic normality, Berry-Esseen bound and moderate deviation principle, are established.

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