- Modified Mass-Preserving Sample Entropy
- Modified Mass-Preserving Sample Entropy
- ㆍ 저자명
- Kim. Chul-Eung,Park. Sang-Un
- ㆍ 간행물명
- 한국통계학회 논문집
- ㆍ 권/호정보
- 2002년|9권 1호|pp.13-19 (7 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
In nonparametric entropy estimation, both mass and mean-preserving maximum entropy distribution (Theil, 1980) and the underlying distribution of the sample entropy (Vasicek, 1976), the most widely used entropy estimator, consist of nb mass-preserving densities based on disjoint Intervals of the simple averages of two adjacent order statistics. In this paper, we notice that those nonparametric density functions do not actually keep the mass-preserving constraint, and propose a modified sample entropy by considering the generalized 0-statistics (Kaigh and Driscoll, 1987) in averaging two adjacent order statistics. We consider the proposed estimator in a goodness of fit test for normality and compare its performance with that of the sample entropy.