DocumentCode :
913454
Title :
Fitting continuous probability density functions over [0, \\infty ) using information theory ideas (Corresp.)
Author :
Wragg, A.
Volume :
16
Issue :
2
fYear :
1970
fDate :
3/1/1970 12:00:00 AM
Firstpage :
226
Lastpage :
230
Abstract :
The problem of estimating a probability density function p(x) over [0, \\infty ) when several low-order moments are known is considered. A computational procedure, based on information theory, is used to obtain the maximum entropy estimates of p(x) in a number of cases. The situation when the first two moments only are known is considered in some detail. A table is included for estimating p(x) when given \\mu_1 ^{\\prime } , \\mu_2 ^{\\prime } with \\mu_2 ^{\\prime } \\leq 2(\\mu_1 ^{\\prime }) ^ 2 .
Keywords :
Entropy functions; Estimation; Probability functions; Convergence; Cybernetics; Distributed computing; Entropy; Image converters; Information theory; Probability density function; Probability distribution;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1970.1054417
Filename :
1054417
Link To Document :
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