Publication Date
2017
Document Type
Dissertation/Thesis
First Advisor
Ebrahimi, Nader B.
Degree Name
M.S. (Master of Science)
Legacy Department
Department of Statistics
LCSH
Statistics
Abstract
This research explores parametric and nonparametric similarities and disagreements between variance and the information theoretic measure of entropy, specifically Renyi's entropy. A history and known relationships of the two different uncertainty measures is examined. Then, twenty discrete and continuous parametric families are tabulated with their respective variance and Renyi entropy functions ordered to understand the behavior of these two measures of uncertainty. Finally, an algorithm for variable selection using Renyi's Quadratic Entropy and its kernel estimation is explored and compared to other popular selection methods using real data.
Recommended Citation
Peccarelli, Adric M., "A comparison of variance and Renyi's entropy with application to machine learning" (2017). Graduate Research Theses & Dissertations. 217.
https://huskiecommons.lib.niu.edu/allgraduate-thesesdissertations/217
Extent
29 pages
Language
eng
Publisher
Northern Illinois University
Rights Statement
In Copyright
Rights Statement 2
NIU theses are protected by copyright. They may be viewed from Huskie Commons for any purpose, but reproduction or distribution in any format is prohibited without the written permission of the authors.
Media Type
Text
Comments
Advisors: Nader Ebrahimi.||Committee members: Alan Polansky; Duchwan Ryu.||Includes bibliographical references.||Includes illustrations.