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Normal Laws for Two Entropy Estimators on Infinite Alphabets
Chen Chen1, Michael Grabchak1, Ann Stewart1
1Department of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, NC 28223, USA.
Abstract:
This paper offers sufficient conditions for the Miller-Madow estimator and the jackknife estimator of entropy to have respective asymptotic normalities on countably infinite alphabets.
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