Measurement invariance, entropy, and probability

DOI10.3390/E12030289MaRDI QIDQ653351zbMATH OpenOpenAlexFDO

Publication date 9 January 2012

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.0031

gamma distribution information theory maximum entropy power law Student's distribution superstatistics

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

Abstract: We show that the natural scaling of measurement for a particular problem defines the most likely probability distribution of observations taken from that measurement scale. Our approach extends the method of maximum entropy to use measurement scale as a type of information constraint. We argue that a very common measurement scale is linear at small magnitudes grading into logarithmic at large magnitudes, leading to observations that often follow Student's probability distribution which has a Gaussian shape for small fluctuations from the mean and a power law shape for large fluctuations from the mean. An inverse scaling often arises in which measures naturally grade from logarithmic to linear as one moves from small to large magnitudes, leading to observations that often follow a gamma probability distribution. A gamma distribution has a power law shape for small magnitudes and an exponential shape for large magnitudes. The two measurement scales are natural inverses connected by the Laplace integral transform. This inversion connects the two major scaling patterns commonly found in nature. We also show that superstatistics is a special case of an integral transform, and thus can be understood as a particular way in which to change the scale of measurement. Incorporating information about measurement scale into maximum entropy provides a general approach to the relations between measurement, information and probability.

Review text

Summary: We show that the natural scaling of measurement for a particular problem defines the most likely probability distribution of observations taken from that measurement scale. Our approach extends the method of maximum entropy to use measurement scale as a type of information constraint. We argue that a very common measurement scale is linear at small magnitudes grading into logarithmic at large magnitudes, leading to observations that often follow Student's probability distribution which has a Gaussian shape for small fluctuations from the mean and a power law shape for large fluctuations from the mean. An inverse scaling often arises in which measures naturally grade from logarithmic to linear as one moves from small to large magnitudes, leading to observations that often follow a gamma probability distribution. A gamma distribution has a power law shape for small magnitudes and an exponential shape for large magnitudes. The two measurement scales are natural inverses connected by the Laplace integral transform. This inversion connects the two major scaling patterns commonly found in nature. We also show that superstatistics is a special case of an integral transform, and thus can be understood as a particular way in which to change the scale of measurement. Incorporating information about measurement scale into maximum entropy provides a general approach to the relations between measurement, information and probability.

Recommendations

Cites work

Cited in

(7)

This page was built for publication: Measurement invariance, entropy, and probability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q653351)