Gil, M. A.; Perez, R.; Martinez, I. The mutual information estimation in the sampling with replacement. (English) Zbl 0607.62036 RAIRO, Rech. Opér. 20, 257-268 (1986). An unbiased estimator is constructed for the mutual information of order 2 and its precision is studied. The motivation for choosing mutual information of order 2 rather than Shannon’s mutual information, or mutual information of any other order, is that only in this case an unbiased estimation can be immediately derived for the corresponding information quantity. Reviewer: A.Sgarro Cited in 2 ReviewsCited in 11 Documents MSC: 62F99 Parametric inference 62F10 Point estimation 94A17 Measures of information, entropy Keywords:conditional entropy; sampling with replacement; Monte Carlo simulation; information measures; unbiased estimator; mutual information of order 2; Shannon’s mutual information PDFBibTeX XMLCite \textit{M. A. Gil} et al., RAIRO, Rech. Opér. 20, 257--268 (1986; Zbl 0607.62036) Full Text: DOI EuDML