Use in Probabilistic Design of the Maximum Entrophy Distribution Based on Ranked Data
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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.
2011 ◽
Vol 25
(22)
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pp. 1821-1828
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2006 ◽
Vol 47
(15-16)
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pp. 2564-2577
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2008 ◽
Vol 76
(10)
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pp. 1583-1611
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2015 ◽
Vol 638
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pp. 012018
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