Elements of information theory
Elements of information theory
SMO'06 Proceedings of the 6th WSEAS International Conference on Simulation, Modelling and Optimization
Determining probability distribution by minimum cross entropy method
SMO'06 Proceedings of the 6th WSEAS International Conference on Simulation, Modelling and Optimization
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In this study, we obtain the parameters of a mixture density by using the principle of maximum equality which is based on Shannon's entropy measure. Since this procedure doesn't require constructing the likelihood function and give more accurate fitting values, it can be preferable instead of maximum likelihood method. Consequently, goodness of the derived estimator is shown by applying in order to obtain a mixture model under a real data application. The empirical study is done on the basis of MATLAB and R-packages.