Use in Probabilistic Design of the Maximum Entrophy Distribution Based on Ranked Data

[+] Author and Article Information
J. N. Siddall, Ali Badawy

Department of Mechanical Engineering, McMaster University, Hamilton, Ontario, Canada

J. Mech. Des 102(3), 460-468 (Jul 01, 1980) (9 pages) doi:10.1115/1.3254769 History: Received June 04, 1979; Online November 17, 2009


A new algorithm using the maximum entropy principle is introduced to estimate the probability distribution of a random variable, using directly a ranked sample. It is demonstrated that almost all of the analytical probability distributions can be approximated by the new algorithm. A comparison is made between existing methods and the new algorithm; and examples are given of fitting the new distribution to an actual ranked sample.

Copyright © 1980 by ASME
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