Thailand Statistician, Volume (14), No (2), Year (2016-6) , Pages (219-230)

Title : ( A Matlab Program to Calculate Distribution with Maximum Renyi Entropy )

Authors: Sanei Tabass , Gholam Reza Mohtashami Borzadaran , Mohammad Amini , Yahya Mohtashami ,

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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.

Keywords

, Shannon entropy, Renyi entropy, maximum entropy principle, maximum Renyi entropy, lagrange method, moment condition
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@article{paperid:1059569,
author = {Sanei Tabass and Mohtashami Borzadaran, Gholam Reza and Amini, Mohammad and Yahya Mohtashami},
title = {A Matlab Program to Calculate Distribution with Maximum Renyi Entropy},
journal = {Thailand Statistician},
year = {2016},
volume = {14},
number = {2},
month = {June},
issn = {1985-9057},
pages = {219--230},
numpages = {11},
keywords = {Shannon entropy; Renyi entropy; maximum entropy principle; maximum Renyi entropy; lagrange method; moment condition},
}

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%0 Journal Article
%T A Matlab Program to Calculate Distribution with Maximum Renyi Entropy
%A Sanei Tabass
%A Mohtashami Borzadaran, Gholam Reza
%A Amini, Mohammad
%A Yahya Mohtashami
%J Thailand Statistician
%@ 1985-9057
%D 2016

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