时慧君, 李强, 何道江. 广义对数Moyal分布Shannon熵的客观Bayes推断J. 应用概率统计, 2026, 42(5): 704-721. DOI: 10.12460/j.issn.1001-4268.aps.2026.2025007
引用本文: 时慧君, 李强, 何道江. 广义对数Moyal分布Shannon熵的客观Bayes推断J. 应用概率统计, 2026, 42(5): 704-721. DOI: 10.12460/j.issn.1001-4268.aps.2026.2025007
SHI Huijun, LI Qiang, HE Daojiang. Objective Bayesian Inference for the Shannon Entropy of the Generalized Log-Moyal DistributionJ. Chinese Journal of Applied Probability and Statistics, 2026, 42(5): 704-721. DOI: 10.12460/j.issn.1001-4268.aps.2026.2025007
Citation: SHI Huijun, LI Qiang, HE Daojiang. Objective Bayesian Inference for the Shannon Entropy of the Generalized Log-Moyal DistributionJ. Chinese Journal of Applied Probability and Statistics, 2026, 42(5): 704-721. DOI: 10.12460/j.issn.1001-4268.aps.2026.2025007

广义对数Moyal分布Shannon熵的客观Bayes推断

Objective Bayesian Inference for the Shannon Entropy of the Generalized Log-Moyal Distribution

  • 摘要: 在信息论中,信息被视为能够减少不确定性的因素,而Shannon熵则为信息的量化提供了一种重要方法.本文运用客观Bayes方法,针对广义对数Moyal (GLM)分布Shannon熵估计问题展开研究.首先,推导了各类先验形式,包括Jeffreys先验、reference先验以及概率匹配先验.其次,证明了这三类先验下的后验分布均是正常的,并且后验期望均存在.模拟研究表明,所提出的Bayes方法在频率表现上优于最大似然估计法.最后,将该Bayes方法应用于实际数据分析.

     

    Abstract: In information theory, information is conceptualized as a factor that reduces uncertainty, with Shannon entropy serving as a fundamental tool for its quantification. In this paper, we explore the estimation of Shannon entropy for the generalized log-Moyal (GLM) distribution using non-informative priors within a Bayesian framework. First, we derive several forms of non-informative priors, including the Jeffreys prior, reference priors and probability matching priors. Next, we validate the propriety of the posterior distributions and prove the existence of posterior expectations under these three priors. Through a comprehensive simulation study, we demonstrate that the proposed Bayesian method outperforms the maximum likelihood approach. Finally, the proposed approach is applied to analyze a real dataset.

     

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