Determination of Maximum Bayesian Entropy Probability Distribution
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Abstract:
In this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. Next, some numerical solutions are considered for the cases of unavailable closed form of solutions. Finally, these methods are illustrated via some numerical examples.
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Journal title
volume 16 issue 4
pages -
publication date 2005-12-01
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