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- W2019944951 abstract "We find the distribution that has maximum entropy conditional on having specified values of its first r L-moments. This condition is equivalent to specifying the expected values of the order statistics of a sample of size r. The maximum-entropy distribution has a density-quantile function, the reciprocal of the derivative of the quantile function, that is a polynomial of degree r; the quantile function of the distribution can then be found by integration. This class of maximum-entropy distributions includes the uniform, exponential and logistic, and two new generalizations of the logistic distribution. It provides a new method of nonparametric fitting of a distribution to a data sample. We also derive maximum-entropy distributions subject to constraints on expected values of linear combinations of order statistics." @default.
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- W2019944951 date "2007-09-01" @default.
- W2019944951 modified "2023-10-06" @default.
- W2019944951 title "Distributions with maximum entropy subject to constraints on their L-moments or expected order statistics" @default.
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