A new maximum entropy method for estimation of multimodal probability density function

DOI10.1016/j.apm.2021.09.029zbMath1525.60025OpenAlexW3204803927MaRDI QIDQ6135628

G. Li, Yan Zeng, Yixuan Wang, Wanxin He

Publication date: 25 August 2023

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2021.09.029

zbMATH Keywords

nonlinear transformationmaximum entropy methodfractional momentmultimodal probability density estimation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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Optimal maximum entropy quantile function for fractional probability weighted moments and its applications in reliability analysis

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