Abstract
Several variants of an algorithm for estimating Shannon entropies of symbol sequences are presented. They are all related to the Lempel-Ziv algorithm (1976, 1977) and to recent algorithms for estimating Hausdorff dimensions. The average storage and running times increase as N and Nlog N, respectively, with the sequence length N. These algorithms proceed basically by constructing efficient codes. They seem to be the optimal algorithms for sequences with strong long-range correlations, e.g. natural languages. An application to written English illustrates their use.<>

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