Timeline for What is the maximum entropy distribution given values for several quantiles of one sample?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Dec 11, 2018 at 22:52 | comment | added | Kuzeko | @g1ul10 can the quantiles be used to estimate the information entropy of the sample? | |
| Mar 15, 2018 at 18:08 | vote | accept | andrewH | ||
| Aug 29, 2016 at 8:13 | comment | added | g1ul10 | @andrewH No. The solution would have a constant behavior for large $x$ and the integral on the positive half-line would not exist. You could find a solution if you consider a finite domain, like $[0,1]$. In this case, however, the solution will be rather trivial, with a step-wise shape. | |
| Aug 29, 2016 at 7:59 | history | edited | g1ul10 | CC BY-SA 3.0 |
added 8 characters in body
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| Aug 26, 2016 at 20:19 | comment | added | andrewH | So, that follow-up question was meaningless. The maximum entropy distribution would be the candidate distribution if there was one. Sorry. Here is a question that makes more sense: Would the observed quantiles suffice for a strictly positive distribution? | |
| Aug 18, 2016 at 0:20 | comment | added | andrewH | I don't have moments, etc., because high and low values are censored. Would it be sufficient if I had a candidate functional form? | |
| Aug 11, 2016 at 8:05 | review | First posts | |||
| Aug 11, 2016 at 9:18 | |||||
| Aug 11, 2016 at 7:59 | history | answered | g1ul10 | CC BY-SA 3.0 |