Large sample behavior of entropy measures when parameters are estimated
- 1 January 1997
- journal article
- research article
- Published by Informa UK Limited in Communications in Statistics - Theory and Methods
- Vol. 26 (2), 483-501
- https://doi.org/10.1080/03610929708831929
Abstract
In this paper, we study the asymptotic behavior of (h,π)-entropy statistics when the parameters are replaced by some consistent and asymptotically normal (CAN) estimates. In the case of stratified sampling, asymptotic distribution is obtained and the optimum allocation is derived for a fixed cost and for a fixed variance. Some tests of hypotheses are constructed on the basis of these asymptotic distributions and a numerical example is presented.Keywords
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