most citedEstimating Functions of Probability Distributions from a Finite Set of Samples, Part 1: Bayes Estimators and the Shannon Entropy

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comp-gas1994★ 13 cited

Estimating Functions of Probability Distributions from a Finite Set of Samples, Part 1: Bayes Estimators and the Shannon Entropy

David H. Wolpert, David R. Wolf

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particula…