离散最大熵分布系列

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Statistical Planning and Inference Pub Date : 2024-10-01 DOI:10.1016/j.jspi.2024.106243

David J. Hessen

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引用次数: 0

摘要

本文导出了具有一般离散支持的最大熵分布族。该族成员根据指定的非中心矩的数量来区分。此外，还定义了离散对称分布子族。一般族成员参数的最大似然估计受到关注。结果表明，任何具有无限支持的特例的参数都可以使用给定总支持的有限子集的条件分布来估计。在一个经验数据示例中，演示了所提出的程序。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A family of discrete maximum-entropy distributions

In this paper, a family of maximum-entropy distributions with general discrete support is derived. Members of the family are distinguished by the number of specified non-central moments. In addition, a subfamily of discrete symmetric distributions is defined. Attention is paid to maximum likelihood estimation of the parameters of any member of the general family. It is shown that the parameters of any special case with infinite support can be estimated using a conditional distribution given a finite subset of the total support. In an empirical data example, the procedures proposed are demonstrated.

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来源期刊

Journal of Statistical Planning and Inference 数学-统计学与概率论

CiteScore

2.10

自引率

11.10%

发文量

审稿时长

3-6 weeks

期刊介绍： The Journal of Statistical Planning and Inference offers itself as a multifaceted and all-inclusive bridge between classical aspects of statistics and probability, and the emerging interdisciplinary aspects that have a potential of revolutionizing the subject. While we maintain our traditional strength in statistical inference, design, classical probability, and large sample methods, we also have a far more inclusive and broadened scope to keep up with the new problems that confront us as statisticians, mathematicians, and scientists. We publish high quality articles in all branches of statistics, probability, discrete mathematics, machine learning, and bioinformatics. We also especially welcome well written and up to date review articles on fundamental themes of statistics, probability, machine learning, and general biostatistics. Thoughtful letters to the editors, interesting problems in need of a solution, and short notes carrying an element of elegance or beauty are equally welcome.