Parameter estimation by fixed point of function of information processing intensity
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Publication:1783239
DOI10.1016/J.PHYSA.2014.09.013zbMATH Open1395.62042arXiv1404.0262OpenAlexW2038459062WikidataQ62582453 ScholiaQ62582453MaRDI QIDQ1783239FDOQ1783239
Authors: Robert Jankowski, Marcin Makowski, Edward W. Piotrowski 
Publication date: 20 September 2018
Published in: Physica A (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1404.0262
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