Maxentropic reconstruction of some probability distributions

被引：6

作者：

Gzyl, H ^{[1
]}

机构：

[1] Univ Simon Bolivar, Caracas, Venezuela

来源：

STUDIES IN APPLIED MATHEMATICS | 2000年 / 105卷 / 03期

关键词：

Inverse problems - Maximum entropy methods;

D O I：

10.1111/1467-9590.00150

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We propose a variational method to describe some families of probability distributions. The given probability distributions are to be found from the knowledge of the expected values of some variables. To do that we restate the problem as a constrained linear inverse problem, which we then proceed to solve by the method of maximum entropy on the mean.

引用

页码：235 / 243

页数：9