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To obtain the variances of the dimension and entropy
estimators, without reparametrization, we have to invert
the information matrix

(C.1) 
where

(C.3) 

(C.4) 

(C.5) 
Note that

(C.6) 
The equations are similar for the derivatives for .
Write

(C.7) 
where we used the abbreviation

(C.8) 
The determinant of the confusion matrix is:
Now

(C.10) 
and
And a similar expression for
. Note that
these latter variances depend on the reference distance.
The estimator of the entropy becomes:

(C.12) 
With

(C.13) 
the variance of the entropy estimator becomes

(C.14) 
Using the expressions for
,
and

(C.15) 
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Up: The identification of strange
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