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
Link To Document