• 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