Quadratic entropy of uncertain variables

被引:20
|
作者
Dai, Wei [1 ]
机构
[1] Cent Univ Finance & Econ, Dept Financial Engn, Beijing 100081, Peoples R China
关键词
Uncertain variable; Entropy; Quadratic entropy; Principle of maximum entropy;
D O I
10.1007/s00500-017-2602-y
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Uncertain variables, applied to modelling imprecise quantities, are fundamental concepts in uncertainty theory. In order to characterize the information deficiency of an uncertain variable, this paper proposes a definition of quadratic entropy. Compared with the traditional entropy, it is much easier to compute and has a wider range. Furthermore, the principle of maximum entropy is applied to quadratic entropy, and two theorems of maximum quadratic entropy with moment constraint are proved.
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页码:5699 / 5706
页数:8
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