When do finite sample effects significantly affect entropy estimates?
Abstract
An expression is proposed for determining the error caused on entropy estimates by finite sample effects. This expression is based on the Ansatz that the ranked distribution of probabilities tends to follow an empirical Zipf law.
- Publication:
-
European Physical Journal B
- Pub Date:
- October 1999
- DOI:
- 10.1007/s100510050963
- arXiv:
- arXiv:physics/9906064
- Bibcode:
- 1999EPJB...11..513D
- Keywords:
-
- 02.50.-r;
- Probability theory stochastic processes and statistics;
- Physics - Data Analysis;
- Statistics and Probability
- E-Print:
- 10 pages, 2 figures