Estimating Functions of Distributions from A Finite Set of Samples, Part 2: Bayes Estimators for Mutual Information, Chi-Squared, Covariance and other Statistics

作者: David H. Wolpert , David R. Wolf

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摘要: We present estimators for entropy and other functions of a discrete probability distribution when the data is finite sample drawn from that distribution. In particular, case joint distribution, we mutual information, covariance, chi-squared

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