BAYESIAN ESTIMATION OF SHANNON’S ENTRPY OF THE MAXWELL’S DISTRIBUTION
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Abstract
This paper deals with the Bayesian estimation of Shannon’s Entropy of the Maxwell’s distribution. The estimation has been done by taking Inverted Gamma distribution as the prior distribution for the unknown parameter of the distribution and four types of loss functions. A method for generating observations for the Maxwell’s distribution has also been developed in order to compute and compare various estimates. Finally, various estimates have been compared with respect to their Mean and Root Mean Square Error.
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