Estimation by Maximum Entropy Subject to Second-Order Conditions
β Scribed by L. P. Lefkovitch
- Publisher
- John Wiley and Sons
- Year
- 1989
- Tongue
- English
- Weight
- 961 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
β¦ Synopsis
If the variance, V = V(p, S) is some known function of the mean, ,u=p(&, where and may include unknown parameters, then given empirical data, this paper describes how to es?;imate the unknown parameters by choosing them to satisfy the variance/mean relationship, and simultaneously to require that the sampling probability distribution haa maximum entropy. Bounds for the estimated values of the unknown parameters can be obtained by a further application of the maximum entropy principle. The p,wer variance function, V(p) =Ape is discussed, including some special came of , I and 6. The procedure is briefly compared with quasi-likelihood, and illustrated by some numerical examples.
π SIMILAR VOLUMES
The theory of the second-order reversible reaction, A + B~A β’ B, has been extensively discussed. Apparent first-order behavior is observed when, for example, [B] >> [A]. If the reaction exhibits second-order behavior then it is presumed that the concentrations of A and B were initially equal and tha