2023
DOI: 10.3390/e25050734
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Asymptotic Distribution of Certain Types of Entropy under the Multinomial Law

Abstract: We obtain expressions for the asymptotic distributions of the Rényi and Tsallis of order q entropies and Fisher information when computed on the maximum likelihood estimator of probabilities from multinomial random samples. We verify that these asymptotic models, two of which (Tsallis and Fisher) are normal, describe well a variety of simulated data. In addition, we obtain test statistics for comparing (possibly different types of) entropies from two samples without requiring the same number of categories. Fin… Show more

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Cited by 5 publications
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“…The mathematical expression of accuracy, sensitivity, specificity, F1-score, and MCC is given from Eqs. ( 23)- (27).…”
Section: Results and Performance Analysismentioning
confidence: 99%
“…The mathematical expression of accuracy, sensitivity, specificity, F1-score, and MCC is given from Eqs. ( 23)- (27).…”
Section: Results and Performance Analysismentioning
confidence: 99%
“…The findings were derived from simulations, and to extend the same approach to different time series, users need to generate additional simulations under the underlying model. Rey et al 11 obtained the asymptotic distribution of certain types of entropies of histograms under the Multinomial law and developed a hypothesis test for comparing histograms of different numbers of bins. In order to use these results with the Permutation Entropy, the authors introduced a simplification: the patterns in π are independent.…”
Section: Introductionmentioning
confidence: 99%