Entropy-based test for generalised Gaussian distributions
Mehmet Sıddık Çadırcı, Dafydd Evans, Nikolai Leonenko, Vitalii Makogin
Topics & Concepts
MathematicsGoodness of fitGaussianStatisticsEstimatorEntropy (arrow of time)Parametric statisticsApplied mathematicsMultivariate normal distributionNormality testRényi entropyMultivariate statisticsConsistency (knowledge bases)Asymptotic distributionStatistical hypothesis testingPrinciple of maximum entropyDiscrete mathematicsQuantum mechanicsPhysicsStatistical Distribution Estimation and ApplicationsAdvanced Statistical Methods and ModelsStatistical Mechanics and Entropy