When do finite sample effects significantly affect entropy estimates?
Centre de Physique Théorique (Université de Provence and CNRS) , Luminy, case 907,
13288 Marseille Cedex 9, France
Revised: 8 February 1999
Published online: 15 October 1999
An expression is proposed for determining the error made by neglecting finite sample effects in entropy estimates. It is based on the Ansatz that the ranked distribution of probabilities tends to follow a Zipf scaling.
PACS: 02.50.-r – Probability theory, stochastic processes, and statistics
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 1999