Discrete probability distributions in the generalized moment problem
type: Item
instance of: scholarly article
title: Discrete probability distributions in the generalized moment problem
zbMATH Open document ID: 1033.62006
DOI: 10.1016/S0096-3003(99)00062-4
author: Aldo Tagliani
published in: Applied Mathematics and Computation
publication date: 2003-08-10T00:00:00Z
review text: 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.
reviewed by: Pavel Froněk
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62E10
zbMATH DE Number: 1962192
zbMATH Keywords: convex hull
zbMATH Keywords: entropy
zbMATH Keywords: generalized moment problem
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1962192