Maxentropic reconstruction of some probability distributions

Authors
Citation
H. Gzyl, Maxentropic reconstruction of some probability distributions, STUD APPL M, 105(3), 2000, pp. 235-243
Citations number
9
Categorie Soggetti
Mathematics
Journal title
STUDIES IN APPLIED MATHEMATICS
ISSN journal
00222526 → ACNP
Volume
105
Issue
3
Year of publication
2000
Pages
235 - 243
Database
ISI
SICI code
0022-2526(200010)105:3<235:MROSPD>2.0.ZU;2-9
Abstract
We propose a variational method to describe some families of probability di stributions. The given probability distributions are to be found from the k nowledge of the expected values of some variables. To do that we restate th e problem as a constrained linear inverse problem, which we then proceed to solve by the method of maximum entropy on the mean.