A cumulative entropy method for distribution recognition of model error

Yingjie Liang and Wen Chen

Physica A: Statistical Mechanics and its Applications, 2015, vol. 419, issue C, 729-735

Abstract: This paper develops a cumulative entropy method (CEM) to recognize the most suitable distribution for model error. In terms of the CEM, the Lévy stable distribution is employed to capture the statistical properties of model error. The strategies are tested on 250 experiments of axially loaded CFT steel stub columns in conjunction with the four national building codes of Japan (AIJ, 1997), China (DL/T, 1999), the Eurocode 4 (EU4, 2004), and United States (AISC, 2005). The cumulative entropy method is validated as more computationally efficient than the Shannon entropy method. Compared with the Kolmogorov–Smirnov test and root mean square deviation, the CEM provides alternative and powerful model selection criterion to recognize the most suitable distribution for the model error.

Keywords: Cumulative entropy; Model selection criterion; Lévy stable distributions; Shannon entropy; Model error; CFT (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:419:y:2015:i:c:p:729-735

DOI: 10.1016/j.physa.2014.10.077

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