FINITE-SAMPLE EFFECTS IN SEQUENCE-ANALYSIS

This paper is devoted to the statistical analysis of symbol sequences, such as Markov strings, DNA sequences, or texts from natural languages. It is shown that entropy calculations are seriously affected by systematic errors due to the finite size of the samples. These difficulties can be dealt with by assuming simple probability distributions underlying the generating process (e.g. equidistribution, power-law distribution, exponential distribution). Analytical expressions for the dominant correction terms are derived and tested.