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Technical Note—System Simulation and Maximum Entropy

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  • Maynard M. W. Chan

    (International Business Machines Corporation, San Jose, California)

Abstract

In the simulation of discrete systems, such as those using the popular GPSS simulator, the following problem is often encountered: What probability distribution should we employ for the value of a system parameter in the absence of any knowledge except its range? Based on the concept of entropy, this note provides justification for the use of several well-known distributions in various cases.

Suggested Citation

  • Maynard M. W. Chan, 1971. "Technical Note—System Simulation and Maximum Entropy," Operations Research, INFORMS, vol. 19(7), pages 1751-1753, December.
    • Handle: RePEc:inm:oropre:v:19:y:1971:i:7:p:1751-1753
    DOI: 10.1287/opre.19.7.1751
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