Fitting continuous probability density functions over [0,<tex>infty</tex>) using information theory ideas (Corresp.)
作者： A. Wragg , D. Dowson
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摘要: 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, used to obtain the maximum entropy estimates in number cases. situation first two only considered some detail. table included for given \mu_1 ^{\prime} , \mu_2 with \leq 2(\mu_1 ^{\prime}) ^ 2 .
sci-hub.se 参考文章(2)
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E. T. Jaynes, Information Theory and Statistical Mechanics Physical Review. ,vol. 106, pp. 620- 630 ,(1957) , 10.1103/PHYSREV.106.620