A CLASSIFICATION OF THE MAIN PROBABILITY-DISTRIBUTIONS BY MINIMIZING THE WEIGHTED LOGARITHMIC MEASURE OF DEVIATION

被引：11

作者：

GUIASU, S ^{[1
]}

机构：

[1] YORK UNIV,DEPT MATH,N YORK M3J 1P3,ONTARIO,CANADA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1990年 / 42卷 / 02期

关键词：

constraints expressed by mean values; Kullback-Leibler number; logarithmic measure of deviation; Probability distribution similar to a reference measure; Shannon entropy;

D O I：

10.1007/BF00050836

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 paper reanalyzes the following nonlinear program: Find the most similar probability distribution to a given reference measure subject to constraints expressed by mean values by minimizing the weighted logarithmic deviation. The main probability distributions are examined from this point of view and the results are summarized in a table. © 1990 The Institute of Statistical Mathematics.

引用

页码：269 / 279

页数：11

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