• DocumentCode
    2981374
  • Title

    A criterion for the compound poisson distribution to be maximum entropy

  • Author

    Johnson, Oliver ; Kontoyiannis, Ioannis ; Madiman, Mokshay

  • Author_Institution
    Dept. of Math., Univ. of Bristol, Bristol, UK
  • fYear
    2009
  • fDate
    June 28 2009-July 3 2009
  • Firstpage
    1899
  • Lastpage
    1903
  • Abstract
    The Poisson distribution is known to have maximal entropy among all distributions (on the nonnegative integers) within a natural class. Interestingly, straightforward attempts to generalize this result to general compound Poisson distributions fail because the analogous result is not true in general. However, we show that the compound Poisson does indeed have a natural maximum entropy characterization when the distributions under consideration are log-concave. This complements the recent development by the same authors of an information-theoretic foundation for compound Poisson approximation inequalities and limit theorems.
  • Keywords
    Poisson distribution; approximation theory; maximum entropy methods; compound Poisson approximation inequalities; compound Poisson distribution; maximum entropy characterization; nonnegative integers; Bismuth; Entropy; Gaussian distribution; History; Informatics; Mathematics; Random variables; Statistical distributions; Thermodynamics; Tin;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2009. ISIT 2009. IEEE International Symposium on
  • Conference_Location
    Seoul
  • Print_ISBN
    978-1-4244-4312-3
  • Electronic_ISBN
    978-1-4244-4313-0
  • Type

    conf

  • DOI
    10.1109/ISIT.2009.5205527
  • Filename
    5205527