Estimating entropy from samples is fundamental in information theory and property testing. Shannon entropy measures average uncertainty and can be estimated to constant additive accuracy over a
k-symbol alphabet using
Θ(k/logk) samples. Min-entropy depends only on the most likely symbol. Both are special cases of order-
α R'{e}nyi entropy,
Hα. We characterize the sample complexity of estimating min-entropy and R'{e}nyi entropy for
k and integer
α>1; our lower bounds also hold for noninteger
α≥1.001. We prove that min-entropy estimation to constant additive accuracy has sample complexity
Θ(klogk). The upper bound uses the largest empirical frequency and concentration via dyadic grouping. The matching lower bound hides a slightly heavier symbol at a uniformly random location. Thus, min-entropy requires
Θ(log2k) more samples than Shannon entropy and corrects a previously stated
Θ(k/logk) characterization. For every integer
2≤α≤c0logk, we prove the matching fixed-accuracy bound
Θc0(αk1−1/α). Previous results gave
Ωα(k1−1/α) for fixed integer
α>1 and
Oc0(α2k1−1/α) for all integer
α>1. Our upper bound analyzes an unbiased falling-factorial estimator based on
α-way collisions, while a hidden-heavy-coordinate construction gives the matching lower bound and shows that the factor
α is unavoidable. For every real
1.001≤α≤c0logk, we prove the uniform lower bound
Ωc0(αk1−1/α). Finally, since
0≤Hα(p)−H∞(p)≤logk/(α−1), min-entropy uniformly approximates
Hα when
α is a sufficiently large multiple of
logk. Combining this reduction with our min-entropy bounds gives
Θε(klogk) sample complexity in the high-order regime.