A Matlab Program to Calculate Distribution with Maximum Renyi Entropy

Authors

  • Sanei Tabass M. Department of Statistics, University of Sistan and Baluchestan, Zahedan, Iran
  • Mohtashami Borzadaran G. R. Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran
  • Amini M. Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran
  • Mohtashami Y. Department of Mechanics, Ferdowsi University of Mashhad, Mashhad, Iran

Keywords:

Shannon entropy, Renyi entropy, maximum entropy principle, maximum Renyi entropy, lagrange method, moment condition

Abstract

Maximizing the Shannon entropy and Renyi entropy in a class of distributions subject to a set of constraints are the topics that play an important role in statistical inference. In this paper some distributions with maximum Renyi entropy under given constraints are presented. In this regard, we wrote a program in Matlab, that find out distributions with maximum Renyi entropy. In this program we have used the method of Lagrange. Using this program we have determined Lagrange multipliers and then obtained distributions with maximum Renyi entropy under a given constraint. In any case the results are summariezed in related table.

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Published

2016-07-30

How to Cite

M., S. T., G. R., M. B., M., A., & Y., M. (2016). A Matlab Program to Calculate Distribution with Maximum Renyi Entropy. Thailand Statistician, 14(2), 219–230. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/63626

Issue

Vol. 14 No. 2 (2016): July

Section

Articles