  A Bayesian nonparametric estimator to entropy is proposed. The derivation of
the new estimator relies on using the Dirichlet process and adapting the
well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft
and Soofi (1994). Several theoretical properties, such as consistency, of the
proposed estimator are obtained. The quality of the proposed estimator has been
investigated through several examples, in which it exhibits excellent
performance.
