Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems

被引：8
|
作者：
Milev, Mariyan [1 ]
Tagliani, Aldo [2 ]
机构：
[1] Univ Food Technol, Dept Informat & Stat, Plovdiv 4002, Bulgaria
[2] Univ Trento, Dept Econ & Management, I-38100 Trento, Italy
来源：
STATISTICS & PROBABILITY LETTERS | 2017年 / 120卷
关键词：
Density; Moments; Maximum entropy; Entropy convergence; Hankel matrix; Hamburger and Stieltjes moment problem;
D O I：
10.1016/j.spl.2016.09.017
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The Hamburger and Stieltjes moment problem and the sequence of maximum entropy (MaxEnt) approximates with given moments are considered. MaxEnt approximate converges in entropy to the unknown distribution when the Hamburger (or Stieltjes) moment problem is determinate and the underlying distribution has finite entropy. (C) 2016 Elsevier B.V. All rights reserved.
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页码：114 / 117
页数：4
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