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DERIVATION OF THE GAMMA DISTRIBUTION BY USING THE PRINCIPLE OF MAXIMUM ENTROPY (POME) 1
Author(s) -
Singh Vijay P.,
Singh Kulwant
Publication year - 1985
Publication title -
jawra journal of the american water resources association
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.957
H-Index - 105
eISSN - 1752-1688
pISSN - 1093-474X
DOI - 10.1111/j.1752-1688.1985.tb00189.x
Subject(s) - pome , principle of maximum entropy , mathematics , gamma distribution , maximum entropy probability distribution , cumulant , statistics , maximum entropy spectral estimation , entropy (arrow of time) , generalized gamma distribution , physics , thermodynamics , botany , biology
The principle of maximum entropy (POME) was used to derive the two‐parameter gamma distribution used frequently in synthesis of instantaneous or finite‐period unit hydrographs. The POME yielded the minimally prejudiced gamma distribution by maximizing the entropy subject to two appropriate constraints which were the mean of real values and the mean of the logarithms of real values of the variable. It provided a unique method for parameter estimation. Experimental data were used to compare this method with the methods of moments, cumulants, maximum likelihood estimation, and least squares.