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The quartiles of the maximum entropy distribution
Authors:Patricia C. O&#x  Brien
Affiliation:University of Chicago, Chicago, IL 60637, USA
Abstract:
The quartile points and interquartile range of the maximum entropy (ME) distribution and sample distribution are compared, using expected values for sampling from a standard normal population. For sample sizes n?20 such that the sample quartile points are uniquely defined, the ME quartile points and interquartile range are found to have lower mean-squared error (MSE).
Keywords:
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