Parameter estimation by fixed point of function of information processing intensity
Data Analysis, Statistics and Probability
2015-06-19 v1
Abstract
We present a new method of estimating the dispersion of a distribution which is based on the surprising property of a function that measures information processing intensity. It turns out that this function has a maximum at its fixed point. We use a fixed-point equation to estimate the parameter of the distribution that is of interest to us. We illustrate the estimation method by using the example of an exponential distribution. The codes of programs that calculate the experimental values of the information processing intensity are presented.
Cite
@article{arxiv.1404.0262,
title = {Parameter estimation by fixed point of function of information processing intensity},
author = {Rober Jankowski and Marcin Makowski and Edward W. Piotrowski},
journal= {arXiv preprint arXiv:1404.0262},
year = {2015}
}
Comments
5 pages, 2 figures