Open Access
March, 1959 Note on Estimating Information
Colin R. Blyth
Ann. Math. Statist. 30(1): 71-79 (March, 1959). DOI: 10.1214/aoms/1177706360


This note is concerned with estimation of the Shannon-Wiener measure of information. Low bias estimates are obtained, and their bias and variance. These estimates are extended to the case where the number of possible values of the random variable is not known. The estimates are compared asymptotically with the maximum likelihood estimates. They are also compared with the minimax estimates (for squared error loss function) for a few special cases where these are easily found.


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Colin R. Blyth. "Note on Estimating Information." Ann. Math. Statist. 30 (1) 71 - 79, March, 1959.


Published: March, 1959
First available in Project Euclid: 27 April 2007

zbMATH: 0225.62050
MathSciNet: MR103133
Digital Object Identifier: 10.1214/aoms/1177706360

Rights: Copyright © 1959 Institute of Mathematical Statistics

Vol.30 • No. 1 • March, 1959
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