Journal of the Iranian Statistical Society, Volume (9), No (1), Year (2010-1) , Pages (53-64)

Title : ( A New Estimator of Entropy )

Authors: Hadi Alizadeh Noughabi , Nasser Reza Arghami ,

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In this paper we propose an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of estimator is proved, and comparisons are made with Vasicek’s estimator (1976), van Es’s estimator (1992), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed estimator has smaller mean squared error than above estimators.


, Entropy estimator, exponential, information theory, normal, uniform.
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author = {Alizadeh Noughabi, Hadi and Arghami, Nasser Reza},
title = {A New Estimator of Entropy},
journal = {Journal of the Iranian Statistical Society},
year = {2010},
volume = {9},
number = {1},
month = {January},
issn = {1726-4057},
pages = {53--64},
numpages = {11},
keywords = {Entropy estimator; exponential; information theory; normal; uniform.},


%0 Journal Article
%T A New Estimator of Entropy
%A Alizadeh Noughabi, Hadi
%A Arghami, Nasser Reza
%J Journal of the Iranian Statistical Society
%@ 1726-4057
%D 2010