Stieltjes and Hamburger Reduced Moment Problem When MaxEnt Solution Does Not Exist
نویسندگان
چکیده
For a given set of moments whose predetermined values represent the available information, we consider case where Maximum Entropy (MaxEnt) solutions for Stieltjes and Hamburger reduced moment problems do not exist. Genuinely relying upon MaxEnt rationale find distribution with largest entropy prove that this gives best approximation true but unknown underlying distribution. Despite nice properties just listed, suggested suffers from some numerical drawbacks will discuss aspect in detail paper.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2021
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math9040309