期刊论文详细信息
Proceedings Mathematical Sciences | |
Entropy Maximization | |
K B Athreya1  | |
[1] Department of Mathematics and Statistics, Iowa State University, USA$$ | |
关键词: Entropy; relative entropy; entropy maximization.; | |
DOI : | |
学科分类:数学(综合) | |
来源: Indian Academy of Sciences | |
【 摘 要 】
It is shown that (i) every probability density is the unique maximizer of relative entropy in an appropriate class and (ii) in the class of all pdf ð‘“ that satisfy $int fh_id_ðœ‡=ðœ†_i$ for $i=1,2,ldots,ldots k$ the maximizer of entropy is an $f_0$ that is proportional to $exp(sum c_i h_i)$ for some choice of $c_i$. An extension of this to a continuum of constraints and many examples are presented.
【 授权许可】
Unknown
【 预 览 】
Files | Size | Format | View |
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RO201912040506866ZK.pdf | 193KB | download |