Information-Theoretic Methods for Estimating of Complicated Probability Distributions - 1st Edition - ISBN: 9780444527967, 9780080463858

Information-Theoretic Methods for Estimating of Complicated Probability Distributions, Volume 207

1st Edition

Authors: Zhi Zong
eBook ISBN: 9780080463858
Hardcover ISBN: 9780444527967
Imprint: Elsevier Science
Published Date: 15th August 2006
Page Count: 298
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Table of Contents

Preface Chapter 1. Randomness and probability Chapter 2. Inference and statistics Chapter 3. Random numbers and their applications Chapter 4. Approximation and B-spline function Chapter 5. Disorder, entropy and entropy estimation Chapter 6. Estimation of 1-D complicated distributions based on large samples Chapter 7. Estimation of 2-D complicated distributions based on large samples Chapter 8. Estimation of 1-D complicated distribution based on small samples Chapter 9. Estimation of 2-D complicated distribution based on small samples Chapter 10. Estimation of the membership function Chapter 11. Code specifications Bibliography Index


Mixing up various disciplines frequently produces something that are profound and far-reaching. Cybernetics is such an often-quoted example. Mix of information theory, statistics and computing technology proves to be very useful, which leads to the recent development of information-theory based methods for estimating complicated probability distributions.
Estimating probability distribution of a random variable is the fundamental task for quite some fields besides statistics, such as reliability, probabilistic risk analysis (PSA), machine learning, pattern recognization, image processing, neural networks and quality control. Simple distribution forms such as Gaussian, exponential or Weibull distributions are often employed to represent the distributions of the random variables under consideration, as we are taught in universities. In engineering, physical and social science applications, however, the distributions of many random variables or random vectors are so complicated that they do not fit the simple distribution forms at al.
Exact estimation of the probability distribution of a random variable is very important. Take stock market prediction for example. Gaussian distribution is often used to model the fluctuations of stock prices. If such fluctuations are not normally distributed, and we use the normal distribution to represent them, how could we expect our prediction of stock market is correct? Another case well exemplifying the necessity of exact estimation of probability distributions is reliability engineering. Failure of exact estimation of the probability distributions under consideration may lead to disastrous designs. There have been constant efforts to find appropriate methods to determine complicated distributions based on random samples, but this topic has never been systematically discussed in detail in a book or monograph. The present book is intended to fill the gap and documents the latest research

Key Features

  • density functions automatically determined from samples
  • Free of assuming density forms
  • Computation-effective methods suitable for PC


Statisticians and academic researchers.


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© Elsevier Science 2006
Elsevier Science
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About the Authors

Zhi Zong Author

Affiliations and Expertise

Dalian University of Technology, Department of Naval Architecture, Dalian, China