Towards More Efficient Rényi Entropy Estimation
For any i 𝐢 we have that E C i = ∑ x p X ( x ) d = P d 𝐄𝐶𝐢=∑𝑥𝑝𝑋(𝑥)𝑑=𝑃𝑑. In particular, the estimator P ^ d 𝑃̂𝑑 of the d-moment is unbiased. In order to establish a variance formula, we analyze the covariance of the terms C i ...