The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions
type: Item
instance of: scholarly article
title: The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions
zbMATH Open document ID: 0609.62017
DOI: 10.1007/BF02482532
author: Monica Dumitrescu
published in: Annals of the Institute of Statistical Mathematics
publication date: 1986-01-01T00:00:00Z
review text: Systematic and simple characterizations are presented for several familiar distributions in exponential family by means of the principle of minimum cross-entropy (minimum discrimination information). The suitable prior distributions and the appropriate constraints on expected values are given for the underlying distributions.
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 94A17
zbMATH DE Number: 3986370
zbMATH Keywords: Kullback's estimation criterion
zbMATH Keywords: normal distribution
zbMATH Keywords: negative exponential
zbMATH Keywords: gamma
zbMATH Keywords: Student distribution
zbMATH Keywords: characterizations
zbMATH Keywords: exponential family
zbMATH Keywords: principle of minimum cross-entropy
zbMATH Keywords: minimum discrimination information
zbMATH Keywords: prior distributions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3986370