A MAXENTROPIC PROCEDURE FOR RECONSTRUCTING A DISTRIBUTION FROM ITS MARGINALS

Authors
GZYL H HERRERO B
Citation
H. Gzyl et B. Herrero, A MAXENTROPIC PROCEDURE FOR RECONSTRUCTING A DISTRIBUTION FROM ITS MARGINALS, Mathematical and computer modelling, 24(2), 1996, pp. 83-89
Citations number
13
Categorie Soggetti
Mathematics,Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming
Journal title
Mathematical and computer modelling → ACNP
ISSN journal
08957177
Volume
24
Issue
2
Year of publication
1996
Pages
83 - 89
Database
ISI
SICI code
0895-7177(1996)24:2<83:AMPFRA>2.0.ZU;2-N
Abstract
We present a maxentropic approach of reconstructing a discrete joint p robability distribution pij from the knowledge of its marginals. The v ersion we develop is quite useful when preliminary information is know n about the values of some or all the pij's.