Title :
A generalization of the log-likelihood function and weighted average in Gauss´ law of error
Author :
Wada, Tatsuaki ; Suyari, Hiroki
Author_Institution :
Dept. of Electr. & Electron. Eng., Ibaraki Univ., Hitachi
Abstract :
One of the promising approaches to how to derive a non-Gaussian distribution is generalizing the log-likelihood function in Gauss´ law of error. In this contribution, it is shown that a generalization of the log-likelihood function in Gauss´ law of error is equivalent to a generalization of the average. The proof is given for the case of the two-parameter generalized likelihood function, which unifies some known one-parameter generalizations.
Keywords :
Gaussian distribution; functional analysis; information theory; Gauss law of error; Gaussian distributions; Gaussian error functions; log-likelihood function; nonGaussian distribution; Arithmetic; Entropy; Gaussian distribution; Gaussian processes; Information theory; Physics; Probability density function; Random variables;
Conference_Titel :
Information Theory and Its Applications, 2008. ISITA 2008. International Symposium on
Conference_Location :
Auckland
Print_ISBN :
978-1-4244-2068-1
Electronic_ISBN :
978-1-4244-2069-8
DOI :
10.1109/ISITA.2008.4895609