Parameter estimation by fixed point of function of information processing intensity

DOI10.1016/J.PHYSA.2014.09.013MaRDI QIDQ1783239zbMATH OpenOpenAlexWikidataFDO

Authors Robert Jankowski, Marcin Makowski, Edward W. Piotrowski

Publication date 20 September 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.0262

zbMATH Keywords

parameter estimationfixed point theoreminformation processing intensity

Mathematics Subject Classification ID

Point estimation (62F10) Information theory (general) (94A15)

Abstract: We present a new method of estimating the dispersion of a distribution which is based on the surprising property of a function that measures information processing intensity. It turns out that this function has a maximum at its fixed point. We use a fixed-point equation to estimate the parameter of the distribution that is of interest to us. We illustrate the estimation method by using the example of an exponential distribution. The codes of programs that calculate the experimental values of the information processing intensity are presented.

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Cites work

• scientific article; zbMATH DE number 48315 (Why is no real title available?)
• A subjective supply–demand model: the maximum Boltzmann/Shannon entropy solution
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Cited in

(2)

• Profit intensity and cases of non-compliance with the law of demand/supply
• Nonparametric estimation of information-based measures of statistical dispersion

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