Bayesian approach to extreme-value statistics based on conditional maximum-entropy method
Statistical Mechanics
2022-01-26 v1 Data Analysis, Statistics and Probability
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.
Cite
@article{arxiv.1810.00035,
title = {Bayesian approach to extreme-value statistics based on conditional maximum-entropy method},
author = {Sumiyoshi Abe},
journal= {arXiv preprint arXiv:1810.00035},
year = {2022}
}
Comments
10 pages, 1 figure. To appear in J. Phys.: Conf. Ser