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New maximum entropy methods for modeling lifetime distributions
Author(s) -
Asadi Majid,
Ebrahimi Nader,
Soofi Ehsan S.,
Zarezadeh Somayeh
Publication year - 2014
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/nav.21593
Subject(s) - weibull distribution , principle of maximum entropy , exponential function , mathematics , piecewise , maximum entropy probability distribution , maximum entropy spectral estimation , mathematical optimization , exponential distribution , entropy (arrow of time) , pareto principle , statistical physics , computer science , statistics , mathematical analysis , physics , quantum mechanics
Abstract This article introduces two new maximum entropy (ME) methods for modeling the distribution of time to an event. One method is within the classical ME framework and provides characterizations of change point models such as the piecewise exponential distribution. The second method uses the entropy of the equilibrium distribution (ED) for the objective function and provides new characterizations of the exponential, Weibull, Pareto, and uniform distributions. With the same moment constraints, the classical ME and the maximum ED entropy algorithms generate different models for the interarrival time. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 427–434, 2014