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Concavity of maximum entropy through modified Burg's entropy subject to its prescribed mean

Author

Listed:
  • Amritansu Ray
  • Sanat Kumar Majumder

Abstract

The paper deals with the concavity of maximum entropy when maximised subject to its mean being prescribed. This is an extension of Burg's entropy maximisation with the said constraint. It is proved that when modified Burg' entropy is maximised subject to its mean m being prescribed then maximum entropy Smax will be concave function of m and it is shown unlike Burg's entropy, its maximum value increases with number n. Example is given to illustrate the work at the end. Various examples are given to illustrate the total work and a particular example with tables and graph is given at the end.

Suggested Citation

  • Amritansu Ray & Sanat Kumar Majumder, 2016. "Concavity of maximum entropy through modified Burg's entropy subject to its prescribed mean," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 8(4), pages 393-405.
    • Handle: RePEc:ids:ijmore:v:8:y:2016:i:4:p:393-405
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    Cited by:

    1. Amritansu Ray & S. K. Majumder, 2016. "A Note on Burg’s Modified Entropy in Statistical Mechanics," Mathematics, MDPI, vol. 4(1), pages 1-17, February.
    2. Amritansu Ray & Sanat Kumar Majumder, 2018. "Multi objective mean–variance–skewness model with Burg’s entropy and fuzzy return for portfolio optimization," OPSEARCH, Springer;Operational Research Society of India, vol. 55(1), pages 107-133, March.

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