How to get beyond uniform when applying Maxent to interval uncertainty

© 2017 by the Mathematical Association of Thailand. All rights reserved. In many practical situations, the Maximum Entropy (MaxEnt) approach leads to reasonable distributions. However, in an important case when all we know is that the value of a random variable is somewhere within the interval, this...

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Main Authors:	Songsak Sriboonchitta, Vladik Kreinovich
Format:	Journal
Published:	2018
Subjects:	Mathematics
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039731776&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57545
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Institution:	Chiang Mai University

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spelling	th-cmuir.6653943832-575452018-09-05T03:45:27Z How to get beyond uniform when applying Maxent to interval uncertainty Songsak Sriboonchitta Vladik Kreinovich Mathematics © 2017 by the Mathematical Association of Thailand. All rights reserved. In many practical situations, the Maximum Entropy (MaxEnt) approach leads to reasonable distributions. However, in an important case when all we know is that the value of a random variable is somewhere within the interval, this approach leads to a uniform distribution on this interval – while our intuition says that we should have a distribution whose probability density tends to 0 when we approach the interval’s endpoints. In this paper, we show that in most cases of interval uncertainty, we have additional information, and if we account for this additional information when applying MaxEnt, we get distributions which are in perfect accordance with our intuition. 2018-09-05T03:45:27Z 2018-09-05T03:45:27Z 2017-01-01 Journal 16860209 2-s2.0-85039731776 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039731776&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57545
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Mathematics
spellingShingle	Mathematics Songsak Sriboonchitta Vladik Kreinovich How to get beyond uniform when applying Maxent to interval uncertainty
description	© 2017 by the Mathematical Association of Thailand. All rights reserved. In many practical situations, the Maximum Entropy (MaxEnt) approach leads to reasonable distributions. However, in an important case when all we know is that the value of a random variable is somewhere within the interval, this approach leads to a uniform distribution on this interval – while our intuition says that we should have a distribution whose probability density tends to 0 when we approach the interval’s endpoints. In this paper, we show that in most cases of interval uncertainty, we have additional information, and if we account for this additional information when applying MaxEnt, we get distributions which are in perfect accordance with our intuition.
format	Journal
author	Songsak Sriboonchitta Vladik Kreinovich
author_facet	Songsak Sriboonchitta Vladik Kreinovich
author_sort	Songsak Sriboonchitta
title	How to get beyond uniform when applying Maxent to interval uncertainty
title_short	How to get beyond uniform when applying Maxent to interval uncertainty
title_full	How to get beyond uniform when applying Maxent to interval uncertainty
title_fullStr	How to get beyond uniform when applying Maxent to interval uncertainty
title_full_unstemmed	How to get beyond uniform when applying Maxent to interval uncertainty
title_sort	how to get beyond uniform when applying maxent to interval uncertainty
publishDate	2018
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85039731776&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57545
_version_	1681424898728132608

How to get beyond uniform when applying Maxent to interval uncertainty

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