On asymptotics of the entropy estimator variance for symmetric Bernoulli measures

E. A. Timofeev

P. G. Demidov Yaroslavl State University

Abstract: We consider Bernoulli measures with equally probable symbols and obtain a closed-form expression of the Grassberger entropy estimator variance.

Keywords: entropy, nonparametric statistic, moments, Bernoulli measure.

UDC: 519.987

Received: 20.06.2009