کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148583 957841 2007 22 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Distributions with maximum entropy subject to constraints on their L-moments or expected order statistics
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Distributions with maximum entropy subject to constraints on their L-moments or expected order statistics
چکیده انگلیسی

We find the distribution that has maximum entropy conditional on having specified values of its first r  LL-moments. This condition is equivalent to specifying the expected values of the order statistics of a sample of size r. The maximum-entropy distribution has a density-quantile function, the reciprocal of the derivative of the quantile function, that is a polynomial of degree r; the quantile function of the distribution can then be found by integration. This class of maximum-entropy distributions includes the uniform, exponential and logistic, and two new generalizations of the logistic distribution. It provides a new method of nonparametric fitting of a distribution to a data sample. We also derive maximum-entropy distributions subject to constraints on expected values of linear combinations of order statistics.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 9, 1 September 2007, Pages 2870–2891
نویسندگان
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