Parameterization of the Stochastic Model for Evaluating Variable Small Data in the Shannon Entropy Basis.

The article analytically summarizes the idea of applying Shannon's principle of entropy maximization to sets that represent the results of observations of the "input" and "output" entities of the stochastic model for evaluating variable small data. To formalize this idea, a sequential transition from the likelihood function to the likelihood functional and the Shannon entropy functional is analytically described. Shannon's entropy characterizes the uncertainty caused not only by the probabilistic nature of the parameters of the stochastic data evaluation model but also by interferences that distort the results of the measurements of the values of these parameters.