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The Comparison of Entropies  using the Resampling Method
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Mathematical Statistics.
(English)Manuscript (preprint) (Other academic)
Abstract [en]

This paper discusses the bootstrap test of entropies. Since the comparison of entropies is of prime interestin applied fields, finding an appropriate way to carry out such a comparison is of the utmost importance. This paperpresents how resampling should be performed to obtain an accurate p-value. Although the test using a pair-wise bootstrapconfidence interval has already been dealt with in some works, here the bootstrap tests are studied because it may demand quite adifferent resampling algorithm compared with the confidence interval. Moreover, the multiple test is studied. The proposed testsappear to yield several appreciable advantages. The easy implementation and the power of the proposed test can be considered asadvantages. Here the entropy of discrete and continuous variables is studied. The proposed tests are examined using Monte Carloinvestigations, and also evaluated using various distributions.

Keyword [en]
Bootstrap method; Entropy; Jackknife; Monte Carlo investigation; Multiple test
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:uu:diva-159210OAI: oai:DiVA.org:uu-159210DiVA: diva2:443444
Available from: 2011-09-25 Created: 2011-09-25 Last updated: 2012-02-16

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