Applying the principle of Mazimum Entropy in Bayesian Prior Distribution Assignment

摘要：

Under the prior information that upper and lower bounds of the random quantity are symmetric with respect to the best estimate, this paper analyses the Bayesian prior distribution assignment using the principle of maximum entropy (PME). With the exact lower and upper bounds, it approves uniform for the probability density function (PDF) of the quantity and it has a curvilinear trapezoidal form for the inexact lower and upper bounds.

关键词： Bayesian Approach Mazimum Entropy Prior Probability Distribution

作者: FANG Xinghua SONG Mingshun WANG Wei

作者单位: College of Economics and Management, China Jiliang University, Hangzhou, Zhejiang,P.R.China, 310018 College of Economics and Management, Binzhou University, P.R.China, 256600

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）