Maximum entropy principle and statistical inference on condensed ordered data

M. Menéndez, D. Morales and L. Pardo

Statistics & Probability Letters, 1997, vol. 34, issue 1, 85-93

Abstract: Using sample quantiles, a point estimation procedure based on the maximum entropy principle is proposed. Under standard regularity conditions it is shown that these estimators are efficient and asymptotically normal. A goodness-of-fit test statistic is also given and its asymptotic chi-square distribution is calculated. The testing mechanism has the advantage with respect to the usual chi-square goodness-of-fit test that it is possible to avoid the difficulties of choosing cell boundaries for grouping.

Keywords: Maximum; entropy; principle; Point; estimation; Goodness-of-fit; tests; Shannon; entropy (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (5)

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