A numerical study of entropy and residual entropy estimators based on smooth density estimators for non-negative random variables

In this paper, we are interested in estimating the entropy of a non-negative random variable. Since the underlying probability density function is unknown, we propose the use of the Poisson smoothed histogram density estimator to estimate the entropy. To study the performance of our estimator, we run simulations on a wide range of densities and compare our entropy estimators with the existing estimators based on different approaches such as spacing estimators. Furthermore, we extend our study to residual entropy estimators which is the entropy of a random variable given that it has been survived up to time t.

 

Fulltexthttps://doi.org/10.47302/jsr.2020540201