Maximum Entropy and Maximum Likelihood Estimation for the Three-Parameter Kappa Distribution

¹ Department of Mathematics, Faculty of Sciences, Mahasarakham University, Mahasarakham, Thailand

Abstract

The two statistical principles of maximum entropy and maximum likelihood are investigated for the three-parameter kappa distribution. These two methods become equivalent in the discrete case with x, β＞0 where 0＜α＝1/（2k+1）≤1, k=0,1,2…or the maximum entropy method.

KeywordsMaximum EntropyMaximum LikelihoodKappa DistributionLagrange Multiplier

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Maximum Entropy and Maximum Likelihood Estimation for the Three-Parameter Kappa Distribution

Abstract

References (11)