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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Estimation of differential entropy for normal populations...
Somnath Mandal, Lakshmi Kanta Patra · 2026-03-09 · via math.ST updates on arXiv.org

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order restrictions. This information should be taken into account to obtain improved estimators. In this paper, we study the problems of point-wise and interval estimation of the entropy of two normal populations under a general location-invariant loss function. For the point-wise estimation, we have derived the maximum likelihood estimator (MLE), restricted MLE and the uniformly minimum variance unbiased estimator (UMVUE). Further, we derive a sufficient condition for improvement over affine equivariant estimators. A class of improved estimators is derived that dominates the best affine equivariant estimator (BAEE). Furthermore, we obtain a class of smooth improved estimator that dominates BAEE. We present special loss functions and derive expressions for the proposed improved estimators. A numerical study is conducted to compare the risk performance of the proposed estimators under quadratic and linex loss functions. For interval estimation, we have derived asymptotic confidence interval, bootstrap confidence intervals, HPD credible interval, and intervals based on generalized pivot variables. A comprehensive numerical comparison of these intervals is carried out in terms of coverage probabilities and average lengths. Finally, the proposed results are illustrated with a real example: the failure of the air-conditioning systems on Boeing 720 jet planes.