Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem
The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists in determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the variable. In actual practice, such expected values are dete...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2016-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2016/8629049 |