Inference of entropies of discrete random variables with unknown cardinalities
We examine the recently introduced NSB estimator of entropi es of severely undersampled discrete variables and devise a proc edure for calculating the involved integrals. We discover that the outpu t of the estimator has a well defined limit for large cardinalities of the var iables being studied. Thus one can estimate entropies with no a priori ass umptions about these cardinalities, and a closed form solution for su ch estimates is given.