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
fDate :
June 28 2009-July 3 2009
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;
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
DOI :
10.1109/ISIT.2009.5205527