A Note on Approximations to Discrete Probability Distributions

نویسنده

  • David T. Brown
چکیده

An iterative method is presented which gives an optimum approximation to the joint probability distribution of a set of binary variables given the joiat probability distributions of any subsets of the variables (any set of component distributions). The most significant feature of this approximation procedure is that there is no limitation to the number or type of component distributions that can be employed. Each step of the iteration gives an improved approximation, and the procedure converges to give an approximation that is the minimum information (i.e. maximum entropy) extension of the component distributions employed.

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عنوان ژورنال:
  • Information and Control

دوره 2  شماره 

صفحات  -

تاریخ انتشار 1959