Some asymptotic behaviors for the plug-in estimator of entropy
arXiv:2409.19340
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.
19 pages