Bayesian approach to extreme-value statistics based on conditional maximum-entropy method

@article{Abe2018BayesianAT,
  title={Bayesian approach to extreme-value statistics based on conditional maximum-entropy method},
  author={Sumiyoshi Abe},
  journal={Journal of Physics: Conference Series},
  year={2018}
}
  • S. Abe
  • Published 28 September 2018
  • Mathematics, Physics
  • Journal of Physics: Conference Series
Recently, the conditional maximum-entropy method (abbreviated as C-MaxEnt) has been proposed for selecting priors in Bayesian statistics in a very simple way. Here, it is examined for extreme-value statistics. For the Weibull type as an explicit example, it is shown how C-MaxEnt can give rise to a prior satisfying Jeffreys' rule. 

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