arXiv · 1810.00035
Bayesian approach to extreme-value statistics based on conditional maximum-entropy method
Abstract
Recently, the conditional maximum-entropy method (abbreviated as C-MaxEnt) has been proposed for selecting priors in Bayesian statistics in a very simple way. Here, it is examined for extreme-value statistics. For the Weibull type as an explicit example, it is shown how C-MaxEnt can give rise to a prior satisfying Jeffreys' rule.
Explore related subjects
Keep this discovery
Sumiyoshi Abe. 2018-09-28. Bayesian approach to extreme-value statistics based on conditional maximum-entropy method. https://doi.org/10.1088/1742-6596%2F1113%2F1%2F012001
Cite the original work for its findings. Save a collection to share your selection of sources.