An Approach to Generalize Entropy Optimization Principles and Related Aspects of Newton’s Method
نویسنده
چکیده
In the present study, we have defined, so-called, MaxEnt and MinxEnt functionals on the set of corresponding moment vector functions via the MaxEnt and MinxEnt optimization measures. By virtue of these functionals we have obtained two new distributions – MinMaxEnt and MaxMinxEnt distributions. The approach to obtain mentioned distributions can be formulated as a generalization of MaxEnt and MinxEnt optimization principles. Moreover, we have proposed a proof of existence and uniqueness of solution of functional equation with respect to Langrange multipliers and a rule to choose an initial point for Newton’s approximations. Key-words; MinMaxEnt, MaxMinxEnt, Generalize entropy optimization principle, Newton’s method.
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