Detail publikačního výsledku

Statistical Properties of Discrete Probability Distributions with Maximum Entropy

KARPÍŠEK, Z.

Originální název

Statistical Properties of Discrete Probability Distributions with Maximum Entropy

Anglický název

Statistical Properties of Discrete Probability Distributions with Maximum Entropy

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

The paper is concerned with the solution of and statistical problem of finding discrete probability distributions conforming to the requirement of maximum entropy under conditions given by estimates of their general moments from the observed relative frequencies. It is shown that the distributions derived are of an exponential type with maximum likelihood estimations of parameters that are also estimations by and modified chi-squared method. Basic properties of these estimations are described and the results are illustrated by examples.

Anglický abstrakt

The paper is concerned with the solution of and statistical problem of finding discrete probability distributions conforming to the requirement of maximum entropy under conditions given by estimates of their general moments from the observed relative frequencies. It is shown that the distributions derived are of an exponential type with maximum likelihood estimations of parameters that are also estimations by and modified chi-squared method. Basic properties of these estimations are described and the results are illustrated by examples.

Klíčová slova

maximum entropy, moment conditions, maximum likelihood estimate

Klíčová slova v angličtině

maximum entropy, moment conditions, maximum likelihood estimate

Autoři

KARPÍŠEK, Z.

Vydáno

01.01.2001

Nakladatel

Masaryk University Brno

Místo

Masaryk University, Brno

ISBN

80-210-2544-1

Kniha

Folia Facultatis Scientiarium Naturalium Univesitatis Masarykinae Brunensis

Edice

Mathematica 9. Summer School DATASTAT 99. Proceedings

Strany od

21

Strany počet

12

BibTex

@inproceedings{BUT3837,
  author="Zdeněk {Karpíšek}",
  title="Statistical Properties of Discrete Probability Distributions with Maximum Entropy",
  booktitle="Folia Facultatis Scientiarium Naturalium Univesitatis Masarykinae Brunensis",
  year="2001",
  series="Mathematica 9. Summer School DATASTAT 99. Proceedings",
  number="1",
  pages="12",
  publisher="Masaryk University Brno",
  address="Masaryk University, Brno",
  isbn="80-210-2544-1"
}