Guessing probability distributions from small samples

Pöschel T, Ebeling W, Rose H (1995)

Publication Language: English

Publication Status: Published

Publication Type: Journal article, Original article

Publication year: 1995

Journal

Journal of Statistical Physics Springer Verlag (Germany)

Publisher: Springer Verlag (Germany)

Book Volume: 80

Pages Range: 1443-1452

DOI: 10.1007/BF02179880

Abstract

We propose a new method for the calculation of the statistical properties, e.g., the entropy, of unknown generators of symbolic sequences. The probability distribution p(k) of the elements k of a population can be approximated by the frequencies f(k) of a sample provided the sample is long enough so that each element k occurs many times. Our method yields an approximation if this precondition does not hold. For a given f(k) we recalculate the Zipf-ordered probability distribution by optimization of the parameters of a guessed distribution. We demonstrate that our method yields reliable results. © 1995 Plenum Publishing Corporation.

Authors with CRIS profile

Thorsten Pöschel Lehrstuhl für Multiscale Simulation of Particulate Systems

Involved external institutions

Charité - Universitätsmedizin Berlin DE Germany (DE) Humboldt-Universität zu Berlin DE Germany (DE)

How to cite

APA:

Pöschel, T., Ebeling, W., & Rose, H. (1995). Guessing probability distributions from small samples. Journal of Statistical Physics, 80, 1443-1452. https://dx.doi.org/10.1007/BF02179880

MLA:

Pöschel, Thorsten, Werner Ebeling, and Helge Rose. "Guessing probability distributions from small samples." Journal of Statistical Physics 80 (1995): 1443-1452.

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