✦ LIBER ✦

Maximum entropy principle and statistical inference on condensed ordered data

✍ Scribed by M. Menéndez; D. Morales; L. Pardo

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 410 KB
Volume: 34
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00169-1

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✦ Synopsis

Using sample quantiles, a point estimation procedure based on the maximum entropy principle is proposed. Under standard regularity conditions it is shown that these estimators are efficient and asymptotically normal. A goodness-offit test statistic is also given and its asymptotic chi-square distribution is calculated. The testing mechanism has the advantage with respect to the usual chi-square goodness-of-fit test that it is possible to avoid the difficulties of choosing cell boundaries for grouping.