DocumentCode
912613
Title
Approximating discrete probability distributions
Author
Ku, Harry H. ; Kullback, Solomon
Volume
15
Issue
4
fYear
1969
fDate
7/1/1969 12:00:00 AM
Firstpage
444
Lastpage
447
Abstract
The method of minimum discrimination information estimation is applied to the problem of estimating an
-dimensional discrete probability distribution in terms of lower order marginal distributions. The procedure provides a convergent iterative algorithm. The method yields regular best asymptotically normal (RBAN) estimates. The general procedure includes as a particular case that proposed by a method using dependence trees. An example is given.
-dimensional discrete probability distribution in terms of lower order marginal distributions. The procedure provides a convergent iterative algorithm. The method yields regular best asymptotically normal (RBAN) estimates. The general procedure includes as a particular case that proposed by a method using dependence trees. An example is given.Keywords
Probability functions; Stochastic approximation; Automatic control; Convergence; Finite wordlength effects; Information systems; Iterative algorithms; Machine learning; Pattern recognition; Probability distribution; Sampling methods; Yield estimation;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1969.1054336
Filename
1054336
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