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Assume in a sample of size M one finds M
i
representatives of species i with i=1…N∗. The normalized frequency pi∗≡Mi/M, based on the finite sample, may deviate considerably from the true probabilities p
i
. We propose a method to infer rank-ordered true probabilities r
i
from measured frequencies M
i
. We show that the rank-ordered probabilities provide important informations on the system, e.g., the true number of species, the Shannon- and the Renyi-entropies
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