• Title/Summary/Keyword: Maximum Entropy Distribution

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Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.469-486
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    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

A New Formulation of the Reconstruction Problem in Neutronics Nodal Methods Based on Maximum Entropy Principle (노달방법의 중성자속 분포 재생 문제에의 최대 엔트로피 원리에 의한 새로운 접근)

  • Na, Won-Joon;Cho, Nam-Zin
    • Nuclear Engineering and Technology
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    • v.21 no.3
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    • pp.193-204
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    • 1989
  • This paper develops a new method for reconstructing neutron flux distribution, that is based on the maximum entropy Principle in information theory. The Probability distribution that maximizes the entropy Provides the most unbiased objective Probability distribution within the known partial information. The partial information are the assembly volume-averaged neutron flux, the surface-averaged neutron fluxes and the surface-averaged neutron currents, that are the results of the nodal calculation. The flux distribution on the boundary of a fuel assembly, which is the boundary condition for the neutron diffusion equation, is transformed into the probability distribution in the entropy expression. The most objective boundary flux distribution is deduced using the results of the nodal calculation by the maximum entropy method. This boundary flux distribution is then used as the boundary condition in a procedure of the imbedded heterogeneous assembly calculation to provide detailed flux distribution. The results of the new method applied to several PWR benchmark problem assemblies show that the reconstruction errors are comparable with those of the form function methods in inner region of the assembly while they are relatively large near the boundary of the assembly. The incorporation of the surface-averaged neutron currents in the constraint information (that is not done in the present study) should provide better results.

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Discriminant Analysis of Binary Data by Using the Maximum Entropy Distribution

  • Lee, Jung Jin;Hwang, Joon
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.909-917
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    • 2003
  • Although many classification models have been used to classify binary data, none of the classification models dominates all varying circumstances depending on the number of variables and the size of data(Asparoukhov and Krzanowski (2001)). This paper proposes a classification model which uses information on marginal distributions of sub-variables and its maximum entropy distribution. Classification experiments by using simulation are discussed.

Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.657-667
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    • 2006
  • The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by $Y=X^{-1/2}$. The properties of the derived UMVU estimator is investigated.

A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P.;Ahmad, M.;Sherif, M.M.
    • Water Engineering Research
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    • v.4 no.3
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    • pp.155-173
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    • 2003
  • Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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Generalized half-logistic Poisson distributions

  • Muhammad, Mustapha
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.353-365
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    • 2017
  • In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

Discriminant Analysis of Binary Data with Multinomial Distribution by Using the Iterative Cross Entropy Minimization Estimation

  • Lee Jung Jin
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.125-137
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    • 2005
  • Many discriminant analysis models for binary data have been used in real applications, but none of the classification models dominates in all varying circumstances(Asparoukhov & Krzanowski(2001)). Lee and Hwang (2003) proposed a new classification model by using multinomial distribution with the maximum entropy estimation method. The model showed some promising results in case of small number of variables, but its performance was not satisfactory for large number of variables. This paper explores to use the iterative cross entropy minimization estimation method in replace of the maximum entropy estimation. Simulation experiments show that this method can compete with other well known existing classification models.

Estimation of entropy of the inverse weibull distribution under generalized progressive hybrid censored data

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.3
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    • pp.659-668
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    • 2017
  • The inverse Weibull distribution (IWD) can be readily applied to a wide range of situations including applications in medicines, reliability and ecology. It is generally known that the lifetimes of test items may not be recorded exactly. In this paper, therefore, we consider the maximum likelihood estimation (MLE) and Bayes estimation of the entropy of a IWD under generalized progressive hybrid censoring (GPHC) scheme. It is observed that the MLE of the entropy cannot be obtained in closed form, so we have to solve two non-linear equations simultaneously. Further, the Bayes estimators for the entropy of IWD based on squared error loss function (SELF), precautionary loss function (PLF), and linex loss function (LLF) are derived. Since the Bayes estimators cannot be obtained in closed form, we derive the Bayes estimates by revoking the Tierney and Kadane approximate method. We carried out Monte Carlo simulations to compare the classical and Bayes estimators. In addition, two real data sets based on GPHC scheme have been also analysed for illustrative purposes.

Maximum entropy test for infinite order autoregressive models

  • Lee, Sangyeol;Lee, Jiyeon;Noh, Jungsik
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.637-642
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    • 2013
  • In this paper, we consider the maximum entropy test in in nite order autoregressiv models. Its asymptotic distribution is derived under the null hypothesis. A bootstrap version of the test is discussed and its performance is evaluated through Monte Carlo simulations.

Modeling the Spatial Distribution of Black-Necked Cranes in Ladakh Using Maximum Entropy

  • Meenakshi Chauhan;Randeep Singh;Puneet Pandey
    • Proceedings of the National Institute of Ecology of the Republic of Korea
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    • v.4 no.2
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    • pp.79-85
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    • 2023
  • The Tibetan Plateau is home to the only alpine crane species, the black-necked crane (Grus nigricollis). Conservation efforts are severely hampered by a lack of knowledge on the spatial distribution and breeding habitats of this species. The ecological niche modeling framework used to predict the spatial distribution of this species, based on the maximum entropy and occurrence record data, allowed us to generate a species-specific spatial distribution map in Ladakh, Trans-Himalaya, India. The model was created by assimilating species occurrence data from 486 geographical sites with 24 topographic and bioclimatic variables. Fourteen variables helped forecast the distribution of black-necked cranes by 96.2%. The area under the curve score for the model training data was high (0.98), indicating the accuracy and predictive performance of the model. Of the total study area, the areas with high and moderate habitat suitability for black-necked cranes were anticipated to be 8,156 km2 and 6,759 km2, respectively. The area with high habitat suitability within the protected areas was 5,335 km2. The spatial distribution predicted using our model showed that the majority of speculated conservation areas bordered the existing protected areas of the Changthang Wildlife Sanctuary. Hence, we believe, that by increasing the current study area, we can account for these gaps in conservation areas, more effectively.