Analysis of the Maximum Entropy pdf Reconstruction Based on Uncertain Higher Order Moment Estimates

Author

Antona, Gabriele D.

Author_Institution

Politecnico di Milano, Milan

fYear

2007

fDate

16-18 July 2007

Firstpage

80

Lastpage

83

Abstract

The ISO guide for the expression of uncertainty requires the statement of the measurement uncertainty in terms of expanded uncertainty associate to a defined level of confidence. This requires the knowledge of the probability density function of the measurement results. This paper describes the effect of uncertainty of the estimated higher order moments on the maximum entropy estimate of the probability density function.

Keywords

estimation theory; maximum entropy methods; measurement uncertainty; probability; ISO guide; higher order moment estimates; maximum entropy; measurement uncertainy; pdf reconstruction; probability density function; Density measurement; Electric variables measurement; Entropy; ISO standards; Mathematical model; Measurement uncertainty; Probability density function; Random variables; State estimation; Stochastic processes; Measurement uncertainty; maximum entropy; probability density function;

fLanguage

English

Publisher

ieee

Conference_Titel

Advanced Methods for Uncertainty Estimation in Measurement, 2007 IEEE International Workshop on

Conference_Location

Sardagna

Print_ISBN

978-1-4244-0933-4

Electronic_ISBN

978-1-4244-0933-4

Type

conf

DOI

10.1109/AMUEM.2007.4362575

Filename

4362575