Probability distribution and entropy as a measure of uncertainty

Determination of Maximum Bayesian Entropy Probability Distribution

In this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. Next, some numerical solutions are considered for the cases of unavailable closed form of solutions. Finally, these methods are illustrated via some numerical examples.

Entropy as a Measure of Uncertainty in Software Reliability

determination of maximum bayesian entropy probability distribution

in this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. next, some numerical solutions are considered for the cases of unavailable closed form of solutions. finally, these methods are illustrated via some numerical examples.

Maximizable informational entropy as measure of probabilistic uncertainty

In this work, we consider a recently proposed entropy I (called varentropy) defined by a variational relationship ) ( dx x d dI − = β as a measure of uncertainty of random variable x. By definition, varentropy underlies a generalized virtual work principle 0 = dx leading to maximum entropy 0 ) ( = − x I d β . This paper presents an analytical investigation of this maximizable entropy for severa...

Determination of Maximum Entropy Probability Distribution via Burg’s Measure of Entropy

Abstract In this paper, we consider the methods of obtaining maximum entropy multivariate distributions via Burg’s measure of entropy under the constraints that the marginal distributions or the marginals and covariance matrix are prescribed. Next, a numerical method is considered for the cases of unavailable closed form of solutions. Finally, the method is illustrated via a numerical example.