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Efficiency of entropy testing | IEEE Conference Publication | IEEE Xplore

Efficiency of entropy testing


Abstract:

Recently it was shown that Shannon entropy is more Bahadur efficient than any Rényi entropy of order α ≫ 1. In this paper we shall show that relative Bahadur efficiency b...Show More

Abstract:

Recently it was shown that Shannon entropy is more Bahadur efficient than any Rényi entropy of order α ≫ 1. In this paper we shall show that relative Bahadur efficiency between any two Rényi entropies of orders α ∈ ]0; 1] is 1 when the relative Bahadur efficiency is defined according to [1]. Despite the fact that the relative Bahadur efficiency is 1 it is shown that in a certain sense Shannon entropy is more efficient than Rényi entropy for α ∈ ]0; 1]. This indicates that the definition of relative efficiency given in [1] does not fully capture the notion of efficiency.
Date of Conference: 06-11 July 2008
Date Added to IEEE Xplore: 08 August 2008
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Conference Location: Toronto, ON, Canada

References

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