scholarly journals Non-Gaussian probability distribution functions from maximum-entropy-principle considerations

2003 ◽  
Vol 68 (3) ◽  
Author(s):  
Fabio Sattin
Author(s):  
YL Zhang ◽  
YM Zhang

Univariate dimension-reduction integration, maximum entropy principle, and finite element method are employed to present a computational procedure for estimating probability densities and distributions of stochastic responses of structures. The proposed procedure can be described as follows: 1. Choose input variables and corresponding distributions. 2. Calculate the integration points and perform finite element analysis. 3. Calculate the first four moments of structural responses by univariate dimension-reduction integration. 4. Estimate probability density function and cumulative distribution function of responses by maximum entropy principle. Numerical integration formulas are obtained for non-normal distributions. The non-normal input variables need not to be transformed into equivalent normal ones. Three numerical examples involving explicit performance functions and solid mechanic problems without explicit performance functions are used to illustrate the proposed procedure. Accuracy and efficiency of the proposed procedure are demonstrated by comparisons of the estimated probability density functions and cumulative distribution functions obtained by maximum entropy principle and Monte Carlo simulation.


2011 ◽  
Vol 25 (22) ◽  
pp. 1821-1828 ◽  
Author(s):  
E. V. VAKARIN ◽  
J. P. BADIALI

The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution f(x|μ), there is a "universal" relation among the entropy rate and the functions appearing in the constraint. This relation allows one to translate the specificities of the observed behavior θ(μ) into the amount of information on the relevant random variable x at different values of the parameter μ. It is shown that the recently proposed variational formulation of the entropic functional can be obtained as a consequence of this relation, that is from the maximum entropy principle. This resolves certain puzzling points that appeared in the variational approach.


Entropy ◽  
2016 ◽  
Vol 18 (4) ◽  
pp. 111 ◽  
Author(s):  
Hongshuang Li ◽  
Debing Wen ◽  
Zizi Lu ◽  
Yu Wang ◽  
Feng Deng

1980 ◽  
Vol 102 (3) ◽  
pp. 460-468
Author(s):  
J. N. Siddall ◽  
Ali Badawy

A new algorithm using the maximum entropy principle is introduced to estimate the probability distribution of a random variable, using directly a ranked sample. It is demonstrated that almost all of the analytical probability distributions can be approximated by the new algorithm. A comparison is made between existing methods and the new algorithm; and examples are given of fitting the new distribution to an actual ranked sample.


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