On the proximity of distributions in terms of coinciding fractional moments

被引：7

作者：

Tagliani, A ^{[1
]}

机构：

[1] Univ Trent, Fac Econ, I-38100 Trent, Italy

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2003年 / 145卷 / 2-3期

关键词：

fractional moments; Hankel matrix; Levy distance; maximum entropy; Stieltjes moment problem;

D O I：

10.1016/S0096-3003(02)00510-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A bound on the absolute difference between two distributions, based on entropy, is introduced. Such a bound can be made as precise as desired, according to the number of common fractional moments assumed. The approximating distribution is obtained by maximizing the entropy constrained by fractional moments. (C) 2002 Elsevier Inc. All rights reserved.

引用

页码：501 / 509

页数：9

共 50 条

[21] Maximum entropy distribution with fractional moments for reliability analysis [J].

Zhang, Xiaodong ;

Low, Ying Min ;

Koh, Chan Ghee .

STRUCTURAL SAFETY, 2020, 83

[22] BLIND SPEECH SEPARATION USING FRACTIONAL ORDER MOMENTS [J].

Bulek, Savaskan ;

Erdol, Nurgun .

2009 IEEE/SP 15TH WORKSHOP ON STATISTICAL SIGNAL PROCESSING, VOLS 1 AND 2, 2009, :509-512

[23] A Gallery of Maximum-Entropy Distributions: 14 and 21 Moments [J].

Stefano Boccelli ;

Fabien Giroux ;

James G. McDonald .

Journal of Statistical Physics, 191

[24] New Pareto Clutter Parameters Estimators Based on Log-Moments and Fractional Negative-Moments [J].

Mehanaoui, Ali ;

Laroussi, Toufik ;

Mezache, Amar .

2017 SEMINAR ON DETECTION SYSTEMS ARCHITECTURES AND TECHNOLOGIES (DAT), 2017,

[25] A Gallery of Maximum-Entropy Distributions: 14 and 21 Moments [J].

Boccelli, Stefano ;

Giroux, Fabien ;

McDonald, James G. .

JOURNAL OF STATISTICAL PHYSICS, 2024, 191 (03)

[26] DISCRETIZING DISTRIBUTIONS WITH EXACT MOMENTS: ERROR ESTIMATE AND CONVERGENCE ANALYSIS [J].

Tanaka, Ken'ichiro ;

Toda, Alexis Akira .

SIAM JOURNAL ON NUMERICAL ANALYSIS, 2015, 53 (05) :2158-2177

[27] An upper bound for entropy of discrete distributions having assigned moments [J].

Tagliani, A .

APPLIED MATHEMATICS AND COMPUTATION, 2002, 133 (01) :159-170

[28] Determining the lifetime distribution using fractional moments with maximum entropy [J].

Gzyl, Henryk ;

Mayoral, Silvia .

HELIYON, 2024, 10 (15)

[29] A non-Gaussian stochastic model from limited observations using polynomial chaos and fractional moments [J].

Zhang, Ruijing ;

Dai, Hongzhe .

RELIABILITY ENGINEERING & SYSTEM SAFETY, 2022, 221

[30] Statistics of Fractional Moments Applied to 3D Video Streams [J].

Nigmatullin, Raoul R. ;

Ceglie, Cristiano ;

Maione, Guido ;

Striccoli, Domenico .

2014 INTERNATIONAL CONFERENCE ON FRACTIONAL DIFFERENTIATION AND ITS APPLICATIONS (ICFDA), 2014,

← 1 2 3 4 5 →