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Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-12-14
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists in determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the variable.
In actual practice, such expected values are determined from empirical samples, leaving open the question of the dependence of the solution upon the sample.
It is the purpose of this note to take a few steps towards the analysis of such dependence.
American Psychological Association (APA)
Gzyl, Henryk. 2016. Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem. Journal of Probability and Statistics،Vol. 2016, no. 2016, pp.1-5.
https://search.emarefa.net/detail/BIM-1110269
Modern Language Association (MLA)
Gzyl, Henryk. Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem. Journal of Probability and Statistics No. 2016 (2016), pp.1-5.
https://search.emarefa.net/detail/BIM-1110269
American Medical Association (AMA)
Gzyl, Henryk. Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem. Journal of Probability and Statistics. 2016. Vol. 2016, no. 2016, pp.1-5.
https://search.emarefa.net/detail/BIM-1110269
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1110269