Discrete probability distributions in the generalized moment problem
The starting problem is the recovering of discrete distributions from the knowledge of a finite number of average values. The maximum entropy (ME) procedure out of all the distributions consistent with the assigned constraints chooses that one with maximum uncertainty. Necessary and sufficient conditions for ME distribution existence are identical to the conditions guaranteeing the existence of a distribution or they are identical to the general ones for the finite moment problem. The entropy decreasing by adding one more moment and the instability of the distributions to be recovered are also studied.
scientific article; zbMATH DE number 1962192