Title :
Analysis of the Maximum Entropy pdf Reconstruction Based on Uncertain Higher Order Moment Estimates
Author :
Antona, Gabriele D.
Author_Institution :
Politecnico di Milano, Milan
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;
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
DOI :
10.1109/AMUEM.2007.4362575
