Parameter estimation by fixed point of function of information processing intensity

Robert Jankowski, Marcin Makowski and Edward Piotrowski ()

Physica A: Statistical Mechanics and its Applications, 2014, vol. 416, issue C, 558-563

Abstract: We present a new method of estimating the dispersion of a distribution which is based on the surprising property of a function that measures information processing intensity. It turns out that this function has a maximum at its fixed point. Fixed-point equation is used to estimate the parameter of the distribution that is of interest to us. The main result consists in showing that only part of available experimental data is relevant for the parameters estimation process. We illustrate the estimation method by using the example of an exponential distribution.

Keywords: Parameter estimation; Fixed point theorem; Information processing intensity (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437114007717
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:416:y:2014:i:c:p:558-563

DOI: 10.1016/j.physa.2014.09.013

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().