Minimally informative distributions with given rank correlation for use in uncertainty analysis

DOI10.1080/00949659708811806zbMath0873.62006MaRDI QIDQ4347047

Tim Bedford, A. M. H. Meeuwissen

Publication date: 5 August 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811806

zbMATH Keywords

entropy; algorithm; simulation; statistical mechanics; conditional distributions; rank correlation; uniform marginals; DAD theorems; computer code UNICORN; minimum information bivariate distributions; uncertainty analyses

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

65C05: Monte Carlo methods

62B10: Statistical aspects of information-theoretic topics

Related Items

Sensitivity analysis and related analyses: A review of some statistical techniques, A copula entropy approach to correlation measurement at the country level, Sampling algorithms for generating joint uniform distributions using the Vine-Copula method, A new generic model for applying MAUT, Vines -- a new graphical model for dependent random variables., A practical model of Heineken's bottle filling line with dependent failures, Generalized diagonal band copulas

Cites Work

• Unnamed Item
• Unnamed Item
• On the optimal entropy analysis
• I-divergence geometry of probability distributions and minimization problems
• Entropy minimization, \(DAD\) problems, and doubly stochastic kernels
• On a theorem of P. Nowosad
• On the integral equation \(kf=1/f\) arising in a problem in communication
• Decomposition of Multivariate Functions
• Inequalities: theory of majorization and its applications