ENTROPY MEASURES AND SOME DISTRIBUTION APPROXIMATIONS

Many information measures are suggested in the literature. Among these measures are the Shannon H-n(theta) and the Awad A(n)(theta) entropie s. In this work we suggest a new entropy measure, B-n(theta), which is based on the maximum likelihood function. These three entropies were calculated from the gamma distribution and its normal approximation, t he binomial and its Poisson approximation, and the Poisson and its nor mal approximation. The relative losses in these three entropies are us ed as a criterion for the appropriateness of the approximation. Copyri ght (C) 1996 Elsevier Science Ltd.