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Entropy of the Wakeby distribution #115

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jorenham merged 1 commit into master from wakeby-entropy

Dec 9, 2023

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jorenham commented Dec 9, 2023 •

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I managed to derive the entropy of the Wakeby distribution, specifically:

$$ 1 - \beta + (\beta + \delta) \ {}_2 \mathrm{F}_1(1, 1 / (\beta + \delta); 1+1 / (\beta + \delta); -\phi / (1 - \phi)) $$

Note that when $\phi \in \{0, 1\}$, this should be evaluated in the limit, yielding $1 + \delta$ or $1 - \beta$, respectively.

This is now implemented in lmo.distributions.wakeby.entropy, which significantly increases its performance.


          closed-form entropy of the Wakeby distribution

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jorenham merged commit bc51b3b into master

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jorenham deleted the wakeby-entropy branch

December 9, 2023 23:18

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