Existence and stability of a discrete probability distribution by maximum entropy approach

The discrete maximum entropy (ME) probability distribution which can take o n a finite number of values and whose first moments are assigned, is consid ered, The necessary and sufficient conditions for the existence of a maximu m entropy solution are identical to the general ones for the finite moment problem. The entropy decreasing by adding one more moment is studied, Unsta bility of the distribution recovering is proved when an increasing number o f moments is used, (C) 2000 Elsevier Science Inc. All rights reserved.