Estimating uncertainties in maximum entropy distribution parameters from small-sample observations

被引：0
|
作者：
Most, Thomas [1 ]
机构：
[1] Bauhaus Univ Weimar, Res Training Grp, Weimar, Germany
来源：
RELIABILITY, RISK AND SAFETY: THEORY AND APPLICATIONS VOLS 1-3 | 2010年
关键词：
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this paper we consider uncertainties in the distribution of random variables due to small-sample observations. Based on the maximum entropy distribution we assume the first four stochastic moments of a random variable as uncertain stochastic parameters. Their uncertainty is estimated by the bootstrap approach from the initial sample set and later considered in estimating the variation of probabilistic measures.
引用
收藏
页码：1745 / 1752
页数：8
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