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New maximum entropy methods for modeling lifetime distributions

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  • Majid Asadi
  • Nader Ebrahimi
  • Ehsan S. Soofi
  • Somayeh Zarezadeh

Abstract

This article introduces two new maximum entropy (ME) methods for modeling the distribution of time to an event. One method is within the classical ME framework and provides characterizations of change point models such as the piecewise exponential distribution. The second method uses the entropy of the equilibrium distribution (ED) for the objective function and provides new characterizations of the exponential, Weibull, Pareto, and uniform distributions. With the same moment constraints, the classical ME and the maximum ED entropy algorithms generate different models for the interarrival time. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 427–434, 2014

Suggested Citation

  • Majid Asadi & Nader Ebrahimi & Ehsan S. Soofi & Somayeh Zarezadeh, 2014. "New maximum entropy methods for modeling lifetime distributions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(6), pages 427-434, September.
    • Handle: RePEc:wly:navres:v:61:y:2014:i:6:p:427-434
    DOI: 10.1002/nav.21593
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    References listed on IDEAS

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    1. Thomas Mazzuchi & Ehsan Soofi & Refik Soyer, 2008. "Bayes Estimate and Inference for Entropy and Information Index of Fit," Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 428-456.
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    3. Nader Ebrahimi & Ehsan S. Soofi & Refik Soyer, 2013. "When are observed failures more informative than observed survivals?," Naval Research Logistics (NRL), John Wiley & Sons, vol. 60(2), pages 102-110, March.
    4. Felix Belzunce & Jorge Navarro & José M. Ruiz & Yolanda del Aguila, 2004. "Some results on residual entropy function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 59(2), pages 147-161, May.
    5. Ebrahimi, Nader & Soofi, Ehsan S. & Soyer, Refik, 2008. "Multivariate maximum entropy identification, transformation, and dependence," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1217-1231, July.
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    Cited by:

    1. Bajgiran, Amirsaman H. & Mardikoraem, Mahsa & Soofi, Ehsan S., 2021. "Maximum entropy distributions with quantile information," European Journal of Operational Research, Elsevier, vol. 290(1), pages 196-209.
    2. Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S., 2018. "Optimal hazard models based on partial information," European Journal of Operational Research, Elsevier, vol. 270(2), pages 723-733.

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