Prediction and Entropy

Hirotugu Akaike

Chapter Chapter 1 in A Celebration of Statistics, 1985, pp 1-24 from Springer

Abstract: Abstract The emergence of the magic number 2 in recent statistical literature is explained by adopting the predictive point of view of statistics with entropy as the basic criterion of the goodness of a fitted model. The historical development of the concept of entropy is reviewed, and its relation to statistics is explained by examples. The importance of the entropy maximization principle as a basis of the unification of conventional and Bayesian statistics is discussed.

Keywords: aic; Bayes procedure; Entropy; entropy maximization principle; information; likelihood; model selection; predictive distribution (search for similar items in EconPapers)
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-8560-8_1

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DOI: 10.1007/978-1-4613-8560-8_1

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