Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem
نویسندگان
چکیده
منابع مشابه
Maximum Entropy and the Moment Problem
Introduction. The trigonometric moment problem stands at the source of several major streams in analysis. From it flow developments in function theory, in spectral representation of operators, in probability, in approximation, and in the study of inverse problems. Here we connect it also with a group of questions centering on entropy and prediction. In turn, this will suggest a simple approach,...
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A necessary and suucient condition for the existence of the maximum entropy (ME) function deened in an innnite or semiinnnite interval, is provided. The conclusions reached show that, except in a few particular cases, the necessary and suucient conditions for the existence of maximum entropy function are identical to the conditions for the solution of the moment problem when the rst M+1 moments...
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The classical Stieltjes and Hamburger moment problems in the maximum entropy approach have been reconsidered. Incorrect conditions of existence, previously appeared in literature, have been reviewed and improved. @ 2003 Elsevier Science Ltd. All rights reserved. Keywords-Entropy, Hankel matrix, Hausdorff, Hamburger, Stieltjee moment problems, Moment space.
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2016
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2016/8629049