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The mutual information estimation in the sampling with replacement. (English) Zbl 0607.62036

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

MSC:

62F99 Parametric inference
62F10 Point estimation
94A17 Measures of information, entropy
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