Objective Bayesian Analysis for the Differential Entropy of the Gamma Distribution

The present paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and biology. We reparametrize the model in terms of entropy, and d...

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Published in:arXiv.org 2023-11
Main Authors: Ramos, Eduardo, Egbon, Osafu A, Ramos, Pedro L, Rodrigues, Francisco A, Louzada, Francisco
Format: Article
Language:English
Subjects:
Bayesian analysis
Biology
Electronic components
Entropy
Entropy (Information theory)
Probability distribution functions
Statistical analysis
Statistical mechanics
Sugarcane
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Egbon, Osafu A
Ramos, Pedro L
Rodrigues, Francisco A
Louzada, Francisco
description The present paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and biology. We reparametrize the model in terms of entropy, and different objective priors are derived, such as Jeffreys prior, reference prior, and matching priors. Since the obtained priors are improper, we prove that the obtained posterior distributions are proper and that their respective posterior means are finite. An intensive simulation study is conducted to select the prior that returns better results regarding bias, mean square error, and coverage probabilities. The proposed approach is illustrated in two datasets: the first relates to the Achaemenid dynasty reign period, and the second describes the time to failure of an electronic component in a sugarcane harvest machine.
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subjects Bayesian analysis
Biology
Electronic components
Entropy
Entropy (Information theory)
Probability distribution functions
Statistical analysis
Statistical mechanics
Sugarcane
title Objective Bayesian Analysis for the Differential Entropy of the Gamma Distribution
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