Estimating Functions of Distributions from A Finite Set of Samples, Part 2: Bayes Estimators for Mutual Information, Chi-Squared, Covariance and other Statistics

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint distribution, we present finite sample estimators for the mutual information, covariance, and chi-squared functions of that probability distribution.